Mean-risk model for uncertain portfolio selection with background risk
type: Item
instance of: scholarly article
title: Mean-risk model for uncertain portfolio selection with background risk
zbMATH Open document ID: 1415.91273
author: Jia Zhai
author: Manying Bai
published in: Journal of Computational and Applied Mathematics
publication date: 2017-11-03T00:00:00Z
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6802815
zbMATH Keywords: portfolio selection
zbMATH Keywords: uncertain variable
zbMATH Keywords: background risk
zbMATH Keywords: mean-risk model
MaRDI profile type: Publication
full work available at URL: j.cam.2017.07.038
OpenAlex ID: W2748316329
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DOI: 10.1016/J.CAM.2017.07.038
description: scientific article; zbMATH DE number 6802815