Uncertain portfolio selection with borrowing constraint and background risk

DOI10.1155/2020/1249829zbMATH Open1544.91291MaRDI QIDQ6534748FDOQ6534748

Authors: Linjing Lv, Bo Zhang, Jin Peng, Dan A. Ralescu 

Publication date: 18 May 2021

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

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Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

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Cited In (3)

• Uncertain portfolio selection with background risk and liquidity constraint
• Finite horizon portfolio selection problems with stochastic borrowing constraints
• Fuzzy rule-based expert system for multi assets portfolio optimization

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