Portfolio management with background risk under uncertain mean-variance utility (Q2052934)
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scientific article; zbMATH DE number 7434898
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio management with background risk under uncertain mean-variance utility |
scientific article; zbMATH DE number 7434898 |
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Portfolio management with background risk under uncertain mean-variance utility (English)
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29 November 2021
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portfolio selection
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mean-variance utility
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background risk
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uncertain variable
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uncertain programming
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0.8743173480033875
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0.8721921443939209
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0.8436699509620667
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0.833620548248291
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0.8320621252059937
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