Pages that link to "Item:Q1675937"
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The following pages link to Mean-risk model for uncertain portfolio selection with background risk (Q1675937):
Displayed 11 items.
- A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems (Q781111) (← links)
- Uncertain portfolio optimization problem under a minimax risk measure (Q1985202) (← links)
- Portfolio management with background risk under uncertain mean-variance utility (Q2052934) (← links)
- An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (Q2099874) (← links)
- A new uncertain random portfolio optimization model for complex systems with downside risks and diversification (Q2113034) (← links)
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory (Q2175840) (← links)
- Multi-period mean-semivariance portfolio optimization based on uncertain measure (Q2318547) (← links)
- A risk index model for uncertain portfolio selection with background risk (Q2668763) (← links)
- Mean-risk model for uncertain portfolio selection with background risk and realistic constraints (Q2691461) (← links)
- Uncertain random mean–variance–skewness models for the portfolio optimization problem (Q5054739) (← links)
- STUDY ON PORTFOLIO MODEL UNDER BACKGROUND RISK AND FRACTAL MARKET (Q5082125) (← links)