A fuzzy portfolio selection model with background risk

DOI10.1016/j.amc.2015.01.007zbMath1338.91130OpenAlexW2080747316MaRDI QIDQ299669

Ting Li, Wei-Guo Zhang, Wei-jun Xu

Publication date: 22 June 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2015.01.007

zbMATH Keywords

fuzzy numberbackground riskpossibilistic meanpossibilistic variance

Mathematics Subject Classification ID

Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

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