Pages that link to "Item:Q2052934"
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The following pages link to Portfolio management with background risk under uncertain mean-variance utility (Q2052934):
Displaying 9 items.
- Portfolio allocation and asset demand with mean-variance preferences (Q622634) (← links)
- Uncertain portfolio selection with background risk (Q671017) (← links)
- Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection (Q690980) (← links)
- Optimal portfolio and background risk: an exact and an approximated solution. (Q1413356) (← links)
- Mean-risk model for uncertain portfolio selection with background risk (Q1675937) (← links)
- Uncertain portfolio selection with background risk and liquidity constraint (Q1993193) (← links)
- A new uncertain dominance and its properties in the framework of uncertainty theory (Q6071638) (← links)
- Modeling of linear uncertain portfolio selection with uncertain constraint and risk index (Q6606145) (← links)
- Portfolio selection with second order uncertain dominance constraint (Q6668721) (← links)