Uncertain portfolio selection with background risk and liquidity constraint
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Publication:1993193
DOI10.1155/2017/8249026zbMath1427.91264OpenAlexW2581977427WikidataQ59147820 ScholiaQ59147820MaRDI QIDQ1993193
Publication date: 5 November 2018
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2017/8249026
Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Financial applications of other theories (91G80) Portfolio theory (91G10)
Related Items (3)
Mean-Entropy Model of Uncertain Portfolio Selection Problem ⋮ Portfolio selection of uncertain random returns based on value at risk ⋮ Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity
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