Loss Aversion Robust Optimization Model Under Distribution and Mean Return Ambiguity

Jia Wang, Mengchu Zhou, Xiwang Guo, Liang Qi, Xu Wang

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

Fingerprint

Dive into the research topics of 'Loss Aversion Robust Optimization Model Under Distribution and Mean Return Ambiguity'. Together they form a unique fingerprint.

Keyphrases

Economics, Econometrics and Finance