A risk index model for uncertain portfolio selection with background risk

DOI10.1016/j.cor.2021.105331OpenAlexW3156399414MaRDI QIDQ2668763

Mukesh Kumar Mehlawat, Pankaj Gupta, Guowei Jiang, Xiaoxia Huang

Publication date: 7 March 2022

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2021.105331

zbMATH Keywords

genetic algorithmportfolio selectionbackground riskuncertain programmingrisk index model

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Related Items (1)

Mean-risk model for uncertain portfolio selection with background risk and realistic constraints

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