A risk index model for uncertain portfolio selection with background risk (Q2668763): Difference between revisions

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+Entropic risk measures and their comparative statics in portfolio selection: coherence vs. convexity
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+Beyond expected utility: subjective risk aversion and optimal portfolio choice under convex shortfall risk measures
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+Portfolio analysis. From probabilistic to credibilistic and uncertain approaches.
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+A risk index model for portfolio selection with returns subject to experts' estimations
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+Uncertain portfolio selection with background risk
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+A risk index model for multi-period uncertain portfolio selection
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+Mean-chance model for portfolio selection based on uncertain measure
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+Uncertainty theory
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+Portfolio selection based on fuzzy cross-entropy
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+Risk measurement in the presence of background risk
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+Q4244873
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+Fuzzy sets
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+Mean-risk model for uncertain portfolio selection with background risk
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