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Mean-risk model for uncertain portfolio selection with background risk - MaRDI portal

Mean-risk model for uncertain portfolio selection with background risk (Q1675937)

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scientific article; zbMATH DE number 6802815
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Mean-risk model for uncertain portfolio selection with background risk
scientific article; zbMATH DE number 6802815

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    Mean-risk model for uncertain portfolio selection with background risk (English)
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    3 November 2017
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    portfolio selection
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    uncertain variable
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    background risk
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    mean-risk model
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