Multi-period Portfolio Optimization Based on Asymmetric Credibilistic Return-Risk Ratios with Investors' Coherent Perceptions.

Saved in:
Bibliographic Details
Title: Multi-period Portfolio Optimization Based on Asymmetric Credibilistic Return-Risk Ratios with Investors' Coherent Perceptions.
Authors: Li, He1 (AUTHOR) neuhli@stumail.neu.edu.cn, Jin, Xiu1 (AUTHOR) xjin@mail.neu.edu.cn, Liu, Yueli1 (AUTHOR) 2110433@stu.neu.edu.cn
Source: International Journal of Fuzzy Systems. Sep2025, Vol. 27 Issue 6, p1670-1690. 21p.
Database: Mathematics Source
Full text is not displayed to guests.
Description
ISSN:15622479
DOI:10.1007/s40815-024-01865-2