Portfolio optimization with background risk and diversification based on uncertain random programming
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Cites work
- A multi-period fuzzy mean-minimax risk portfolio model with investor's risk attitude
- An uncertain bi-objective mean-entropy model for portfolio selection with realistic factors
- End-to-end risk budgeting portfolio optimization with neural networks
- Extreme values for solution to uncertain fractional differential equation and application to American option pricing model
- Geometric Characterization of Maximum Diversification Return Portfolio via Rao’s Quadratic Entropy
- Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
- Mean-variance-skewness-entropy measures: a multi-objective approach for portfolio selection
- Multi-objective possibilistic model for portfolio selection with transaction cost
- Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory
- Multiperiod credibilitic mean semi-absolute deviation portfolio selection
- Partial divergence measure of uncertain random variables and its application
- Portfolio optimization using a new probabilistic risk measure
- Portfolio optimization using higher moments in an uncertain random environment
- Portfolio Optimization within a Wasserstein Ball
- Portfolio selection based on fuzzy cross-entropy
- Tsallis entropy of uncertain sets and its application to portfolio allocation
- Uncertain portfolio adjusting model using semiabsolute deviation
- Uncertain portfolio selection with background risk
- Uncertain random mean-variance-skewness models for the portfolio optimization problem
- Uncertain random portfolio selection based on risk curve
- Uncertain random programming with applications
- Uncertain random variables: a mixture of uncertainty and randomness
- Uncertainty theory
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