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Measuring the Subjective Value of Risky and Ambiguous Options using Experimental Economics and Functional MRI Methods
Published on: September 19, 2012
Gaohuizi Guo1, Yao Xiao1, Cuiyou Yao1
1School of Management and Engineering, Capital University of Economics and Business, Beijing, China.
This study introduces an uncertain multi-period portfolio optimization model incorporating prospect theory and transaction costs. An enhanced artificial bee colony algorithm effectively solves this complex financial decision-making problem.
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