Belabbes, Khalid, El Hachloufi Mostafa, and Guennoun Zine El Abidine. “Mean-TVaR Models for Diversified Multi-Period Portfolio Optimization With Realistic Factors Based on Uncertainty Theory”. Statistics, Optimization & Information Computing 11, no. 4 (August 6, 2023): 963-977. Accessed November 15, 2024. http://47.88.85.238/index.php/soic/article/view/1657.