International portfolio optimization based on uncertainty theory

DOI10.1080/02331934.2019.1705821zbMath1460.91248MaRDI 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 solution; international portfolio optimization; linear uncertain model

Mathematics Subject Classification ID

91G10: Portfolio theory

Related Items

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

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