Uncertain mean-chance portfolio selection with real constraints

zbMATH Open1424.91105MaRDI QIDQ4624166FDOQ4624166

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Publication date: 22 February 2019

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zbMATH Keywords

genetic algorithmportfolio selectionuncertainty theoryminimum transaction lotsmean-chance

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cited In (6)

• Title not available (Why is that?)
• Uncertain portfolio selection with background risk and liquidity constraint
• Optimal Programming Models for Portfolio Selection with Uncertain Chance Constraint
• Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory
• Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection
• Multiperiod mean absolute deviation uncertain portfolio selection with real constraints

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