# A new method of portfolio optimization under cumulative prospect theory

> Research article (Tsinghua Science & Technology, 2018) · cited 24× · AI/ML

**Wikidata**: [openalex:W2793139496](https://www.wikidata.org/wiki/openalex:W2793139496)  
**Source**: https://4ort.xyz/entity/a-new-method-of-portfolio-optimization-under-cumulative-prospect-theory