International portfolio optimization based on uncertainty theory

DOI10.1080/02331934.2019.1705821zbMath1460.91248OpenAlexW2998107302MaRDI QIDQ5151535

Xuting Wang, Xiaoxia Huang

Publication date: 19 February 2021

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2019.1705821

zbMATH Keywords

analytical solutioninternational portfolio optimizationlinear uncertain model

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (1)

Mean-risk model for uncertain portfolio selection with background risk and realistic constraints

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