Work

Dynamic multi-period sparse portfolio selection model with asymmetric investors’ sentiments

Year: 2021

Type: article

Source: Expert Systems with Applications

DOI: 10.1016/j.eswa.2021.114945

Authors: Ju Wei, Yongxin Yang, Mingzhu Jiang, Jianguo Liu

Institutions: Shanghai University of Finance and Economics, University of Edinburgh, Beijing Technology and Business University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Major Program of National Fund of Philosophy and Social Science of China

Awards: G1570192002, G1978259586, 在线社会网络用户声誉的超网络分析理论与方法研究, G2949011885, G3709449743, 基于多属性网络的舆情推演模型及应用研究, G8320060445

OpenAlex ID: W3141269191

FWCI: 3.043

Cites: 54

Cited by: 25

Related to: 10