Uncertain portfolio selection with borrowing constraint and background risk
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Publication:6534748
DOI10.1155/2020/1249829zbMATH Open1544.91291MaRDI QIDQ6534748
Bo Zhang, Jin Peng, Linjing Lv, Dan Ralescu
Publication date: 18 May 2021
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
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Related Items (3)
Uncertain portfolio selection with background risk and liquidity constraint ⋮ Finite horizon portfolio selection problems with stochastic borrowing constraints ⋮ Fuzzy rule-based expert system for multi assets portfolio optimization
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