Multi-Objective Optimal Portfolio with Different Tail-Risk Attitudes

ZHAO Xia, SHI Yu, OUYANG Zisheng

Journal of Systems Science and Mathematical Sciences ›› 2022, Vol. 42 ›› Issue (5) : 1129-1144.

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Journal of Systems Science and Mathematical Sciences ›› 2022, Vol. 42 ›› Issue (5) : 1129-1144. DOI: 10.12341/jssms21444

Multi-Objective Optimal Portfolio with Different Tail-Risk Attitudes

  • ZHAO Xia1, SHI Yu1, OUYANG Zisheng2
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2022, 42(5): 1129-1144 https://doi.org/10.12341/jssms21444

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