Pages that link to "Item:Q671017"
From MaRDI portal
The following pages link to Uncertain portfolio selection with background risk (Q671017):
Displayed 15 items.
- Uncertain portfolio selection with mental accounts and realistic constraints (Q1624618) (← links)
- Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach (Q1662706) (← links)
- Mean-risk model for uncertain portfolio selection with background risk (Q1675937) (← links)
- Uncertain portfolio selection with background risk and liquidity constraint (Q1993193) (← links)
- Portfolio management with background risk under uncertain mean-variance utility (Q2052934) (← links)
- Portfolio selection of uncertain random returns based on value at risk (Q2099969) (← links)
- Bayesian portfolio selection using VaR and CVaR (Q2141202) (← links)
- A belief degree-based uncertain scheme for a bi-objective two-stage green supply chain network design problem with direct shipment (Q2156943) (← links)
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory (Q2175840) (← links)
- A test on the location of the tangency portfolio on the set of feasible portfolios (Q2656730) (← links)
- A risk index model for uncertain portfolio selection with background risk (Q2668763) (← links)
- Uncertain random portfolio selection with high order moments (Q2691397) (← links)
- Mean-Entropy Model of Uncertain Portfolio Selection Problem (Q3122284) (← links)
- Uncertain portfolio selection with mental accounts (Q5026818) (← links)
- International portfolio optimization based on uncertainty theory (Q5151535) (← links)