Uncertain portfolio selection with background risk (Q671017): Difference between revisions

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+Shortest path problem with uncertain arc lengths
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+Normal rank
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+Uncertain models for single facility location problems on networks
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+Risk Vulnerability and the Tempering Effect 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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+Portfolio selection with a new definition of risk
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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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+Normal rank
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+A risk index model for portfolio selection with returns subject to experts' estimations
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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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+Prospect Theory: An Analysis of Decision under Risk
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+Uncertainty theory
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+Theory and practice of uncertain programming.
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+Normal rank
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+Optimal portfolio and background risk: an exact and an approximated solution.
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+Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs
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+VaR optimal portfolio with transaction costs
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+A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset
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+Risk measurement in the presence of background risk
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+Optimal multinational capital budgeting under uncertainty
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