Uncertain mean-chance portfolio selection with real constraints

MaRDI QIDQ4624166zbMATH OpenFDO

Authors

Publication date 22 February 2019

zbMATH Keywords

genetic algorithmportfolio selectionuncertainty theoryminimum transaction lotsmean-chance

Mathematics Subject Classification ID

Portfolio theory (91G10)

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Cited in

(6)

• Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory
• scientific article; zbMATH DE number 7295761 (Why is no real title available?)
• Uncertain portfolio selection with background risk and liquidity constraint
• Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection
• Optimal Programming Models for Portfolio Selection with Uncertain Chance Constraint
• Multiperiod mean absolute deviation uncertain portfolio selection with real constraints

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