A high-moment triangle fuzzy random portfolio model with background risk

zbMATH Open1463.91126MaRDI QIDQ5129665FDOQ5129665

Authors: Xiong Deng, Yanli Liu 

Publication date: 27 October 2020

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zbMATH Keywords

portfolio selectionbackground risksatisfaction degreefuzzy random number

Mathematics Subject Classification ID

Portfolio theory (91G10) Financial markets (91G15) Mathematical economics and fuzziness (91B86)

Cited In (2)

• A fuzzy portfolio selection model with background risk
• Research on fuzzy portfolio based on the background risk and elastic increment

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