Uncertain portfolio selection with background risk
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Publication:671017
DOI10.1016/J.AMC.2015.12.018zbMATH Open1410.91417OpenAlexW2231151710MaRDI QIDQ671017FDOQ671017
Authors: Xiaoxia Huang, Hao Di 
Publication date: 20 March 2019
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2015.12.018
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Portfolio theory (91G10) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Financial applications of other theories (91G80)
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Cited In (23)
- Uncertain portfolio selection with background risk and liquidity constraint
- Tsallis entropy of uncertain sets and its application to portfolio allocation
- Uncertain portfolio selection with mental accounts and background risk
- A test on the location of the tangency portfolio on the set of feasible portfolios
- Uncertain portfolio selection with mental accounts and realistic constraints
- Mean-entropy model of uncertain portfolio selection problem
- Indeterminacy in portfolio selection
- A fuzzy portfolio selection model with background risk
- Portfolio management with background risk under uncertain mean-variance utility
- Modeling of linear uncertain portfolio selection with uncertain constraint and risk index
- Uncertain portfolio selection with mental accounts
- Bayesian portfolio selection using VaR and CVaR
- Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory
- Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach
- Research on fuzzy portfolio based on the background risk and elastic increment
- Mean-risk model for uncertain portfolio selection with background risk
- International portfolio optimization based on uncertainty theory
- A belief degree-based uncertain scheme for a bi-objective two-stage green supply chain network design problem with direct shipment
- Uncertain random portfolio selection with high order moments
- Portfolio selection of uncertain random returns based on value at risk
- Uncertain portfolio selection with borrowing constraint and background risk
- A risk index model for uncertain portfolio selection with background risk
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