Tsinghua Science and Technology Open Access Editor-in-Chief: Jiaguang SUN
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Keyword: portfolio choice
Open Access
A New Method of Portfolio Optimization Under Cumulative Prospect Theory
Chao Gong, Chunhui Xu, Masakazu Ando, Xiangming Xi
Published: 15 February 2018
2018, 23 (1): 75-86
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