Mean-risk model for uncertain portfolio selection with background risk and realistic constraints
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Publication:2691461
DOI10.3934/jimo.2022181OpenAlexW4312432069MaRDI QIDQ2691461
Publication date: 29 March 2023
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2022181
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