Research on probability mean-lower semivariance-entropy portfolio model with background risk

DOI10.1155/2020/2769617zbMath1459.91186OpenAlexW3042937837MaRDI QIDQ783139

Ying Sun, Qi Wu, Yuelin Gao

Publication date: 30 July 2020

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/2769617

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

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