Uncertain portfolio selection with background risk
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Cites work
- A risk index model for multi-period uncertain portfolio selection
- A risk index model for portfolio selection with returns subject to experts' estimations
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- Risk Vulnerability and the Tempering Effect of Background Risk
- Risk measurement in the presence of background risk
- Shortest path problem with uncertain arc lengths
- Theory and practice of uncertain programming.
- Uncertain models for single facility location problems on networks
- Uncertainty theory
- VaR optimal portfolio with transaction costs
Cited in
(25)- Uncertain portfolio selection with mental accounts
- Portfolio selection of uncertain random returns based on value at risk
- Bayesian portfolio selection using VaR and CVaR
- A test on the location of the tangency portfolio on the set of feasible portfolios
- Uncertain portfolio selection with mental accounts and background risk
- 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
- International portfolio optimization based on uncertainty theory
- Research on fuzzy portfolio based on the background risk and elastic increment
- Uncertain portfolio selection with borrowing constraint and background risk
- Uncertain portfolio selection with background risk and liquidity constraint
- Modeling of linear uncertain portfolio selection with uncertain constraint and risk index
- Indeterminacy in portfolio selection
- Uncertain portfolio selection with mental accounts and realistic constraints
- Tsallis entropy of uncertain sets and its application to portfolio allocation
- A risk index model for uncertain portfolio selection with background risk
- Portfolio management with background risk under uncertain mean-variance utility
- Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection
- Mean-risk model for uncertain portfolio selection with background risk and realistic constraints
- Mean-risk model for uncertain portfolio selection with background risk
- A belief degree-based uncertain scheme for a bi-objective two-stage green supply chain network design problem with direct shipment
- An uncertainty theory based tri-objective behavioral portfolio selection model with loss aversion and reference level using a modified evolutionary root system growth algorithm
- Mean-entropy model of uncertain portfolio selection problem
- Uncertain random portfolio selection with high order moments
- A fuzzy portfolio selection model with background risk
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