Mean-TVaR Models for Diversified Multi-period Portfolio Optimization with Realistic Factors based on Uncertainty Theory. Statistics, Optimization & Information Computing, [S. l.], v. 11, n. 4, p. 963–977, 2023. DOI: 10.19139/soic-2310-5070-1657. Disponível em: https://www.iapress.org/index.php/soic/article/view/1657. Acesso em: 23 apr. 2026.