A risk index model for uncertain portfolio selection with background risk
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Publication:2668763
DOI10.1016/j.cor.2021.105331MaRDI QIDQ2668763
Mukesh Kumar Mehlawat, Pankaj Gupta, Guowei Jiang, Xiaoxia Huang
Publication date: 7 March 2022
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cor.2021.105331
90Bxx: Operations research and management science
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