Research on fuzzy portfolio based on best expected satisfaction level and background risk

zbMATH Open1374.91103MaRDI QIDQ2987464FDOQ2987464

Authors: J. Li, Xiong Deng, Weijun Xu 

Publication date: 17 May 2017

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zbMATH Keywords

portfolio selectionbackground riskfuzzy variableexpected satisfaction level

Mathematics Subject Classification ID

Theory of fuzzy sets, etc. (03E72) Portfolio theory (91G10)

Cited In (2)

• Research on probability mean-lower semivariance-entropy portfolio model with background risk
• Research on fuzzy portfolio based on the background risk and elastic increment

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