Uncertain portfolio selection with background risk
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Cites work
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- Shortest path problem with uncertain arc lengths
- Theory and practice of uncertain programming.
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- Uncertainty theory
- VaR optimal portfolio with transaction costs
Cited in
(30)- Uncertain portfolio selection with mental accounts and realistic constraints
- Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach
- Mean-risk model for uncertain portfolio selection with background risk
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- Portfolio management with background risk under uncertain mean-variance utility
- Portfolio selection of uncertain random returns based on value at risk
- Bayesian portfolio selection using VaR and CVaR
- A belief degree-based uncertain scheme for a bi-objective two-stage green supply chain network design problem with direct shipment
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory
- Uncertain portfolio selection with mental accounts and background risk
- A test on the location of the tangency portfolio on the set of feasible portfolios
- A risk index model for uncertain portfolio selection with background risk
- Uncertain random portfolio selection with high order moments
- Mean-risk model for uncertain portfolio selection with background risk and realistic constraints
- Research on fuzzy portfolio based on the background risk and elastic increment
- A fuzzy portfolio selection model with background risk
- Mean-entropy model of uncertain portfolio selection problem
- Uncertain portfolio selection with mental accounts
- International portfolio optimization based on uncertainty theory
- Uncertain portfolio selection with borrowing constraint and background risk
- An uncertainty theory based tri-objective behavioral portfolio selection model with loss aversion and reference level using a modified evolutionary root system growth algorithm
- Tsallis entropy of uncertain sets and its application to portfolio allocation
- Modeling of linear uncertain portfolio selection with uncertain constraint and risk index
- Uncertain portfolio adjustment model with background risk and loss aversion
- Exponential entropy of uncertain sets and its applications to learning curve and portfolio optimization
- The sparse portfolio optimization with stochastic dominance and background risk and the slqpso algorithm
- Portfolio optimization with background risk and diversification based on uncertain random programming
- Uncertain finance: a systematic review of recent advances
- Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection
- Indeterminacy in portfolio selection
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