Research on distributional robust portfolio optimal model based on loss aversion and ambiguity aversion

WANG Jia, JIN Xiu, YUAN Ying, WANG Xu

Systems Engineering - Theory & Practice ›› 2016, Vol. 36 ›› Issue (2) : 288-296.

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Systems Engineering - Theory & Practice ›› 2016, Vol. 36 ›› Issue (2) : 288-296. DOI: 10.12011/1000-6788(2016)02-0288-09

Research on distributional robust portfolio optimal model based on loss aversion and ambiguity aversion

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2016, 36(2): 288-296 https://doi.org/10.12011/1000-6788(2016)02-0288-09

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