Uncertain portfolio selection with borrowing constraint and background risk

DOI10.1155/2020/1249829MaRDI QIDQ6534748zbMATH OpenFDO

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)

Copyright license Creative Commons Attribution 4.0 International

Mathematics Subject Classification ID

Portfolio theory (91G10)

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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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