Skip to main navigation
Skip to search
Skip to main content
New Jersey Institute of Technology Home
Help & FAQ
Home
Profiles
Research units
Facilities
Federal Grants
Research output
Press/Media
Search by expertise, name or affiliation
Loss Aversion Robust Optimization Model Under Distribution and Mean Return Ambiguity
Jia Wang
,
Mengchu Zhou
, Xiwang Guo
, Liang Qi
, Xu Wang
Electrical and Computer Engineering
Research output
:
Contribution to journal
›
Article
›
peer-review
6
Scopus citations
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Loss Aversion Robust Optimization Model Under Distribution and Mean Return Ambiguity'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Robust Optimization
100%
Mean Return
100%
Loss Aversion
100%
Ambiguity Aversion
60%
Robust Optimal
40%
Portfolio Returns
40%
Return Distribution
40%
Optimal Portfolio
40%
Risky Assets
40%
Human Behavior
20%
Analytical Solution
20%
Work Study
20%
Portfolio Problem
20%
Behavioral Portfolio Optimization
20%
Distributionally Robust Optimization
20%
Ambiguity-averse
20%
Loss-averse
20%
Robust Portfolio
20%
Behavioral Finance
20%
Ellipsoidal Uncertainty Set
20%
Economics, Econometrics and Finance
Investors
100%
Robust Statistics
100%
Finance
25%
Portfolio Selection
25%
Behavioural Finance
25%