Mean-risk model for uncertain portfolio selection with background risk (Q1675937): Difference between revisions

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+VaR optimal portfolio with transaction costs
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+Conditional value at risk and related linear programming models for portfolio optimization
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+A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset
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+Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs
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+Portfolio selection with a new definition of risk
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+Risk Vulnerability and the Tempering Effect of Background Risk
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+Risk measurement in the presence of background risk
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+Effects of background risks on cautiousness with an application to a portfolio choice problem
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+Fuzzy sets
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+On possibilistic mean value and variance of fuzzy numbers
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+Q5431792
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+Mean-semivariance models for fuzzy portfolio selection
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+Mean-variance-skewness model for portfolio selection with fuzzy returns
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+Uncertainty theory
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+Portfolio analysis. From probabilistic to credibilistic and uncertain approaches.
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+Mean-risk model for uncertain portfolio selection
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+A risk index model for portfolio selection with returns subject to experts' estimations
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+Optimal multinational capital budgeting under uncertainty
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+Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
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+Uncertain portfolio selection with background risk
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