Concepedia

Chao Gong

CG

2

Publications

34

Citations

2

H-Index

2017

Active since

Affiliations

Chiba Institute of Technology(Current)

Chao Gong is an author at Chiba Institute of Technology specializing in portfolio selection, portfolio optimization, and asset pricing.

Top concepts

FinanceBusinessManagementAsset PricingPortfolio SelectionPortfolio ManagementFinancial EngineeringPortfolio OptimizationMathematical ProgrammingDecision Theory

Publications per year

2017–2018

2

Publications

2

A new method of portfolio optimization under cumulative prospect theory

Chao Gong, Chunhui Xu, Masakazu Ando et al. · Tsinghua Science & Technology · 2018 · 23 citations · Full text

Mathematical Programming, Portfolio Optimization, Asset Pricing +14

An Efficient Adaptive Real Coded Genetic Algorithm to Solve the Portfolio Choice Problem Under Cumulative Prospect Theory

Chao Gong, Chunhui Xu, Ji Wang · Computational Economics · 2017 · 11 citations

Mathematical Programming, Portfolio Optimization, Asset Pricing +12

Rows per page

1–2 of 2