Uncertain portfolio selection with background risk
type: Item
instance of: scholarly article
title: Uncertain portfolio selection with background risk
zbMATH Open document ID: 1410.91417
author: Xiaoxia Huang
author: Hao Di
published in: Applied Mathematics and Computation
publication date: 2019-03-20T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 90C70
zbMATH DE Number: 7039585
zbMATH Keywords: portfolio selection
zbMATH Keywords: uncertain variable
zbMATH Keywords: background risk
zbMATH Keywords: uncertain programming
MaRDI profile type: Publication
full work available at URL: j.amc.2015.12.018
OpenAlex ID: W2231151710
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DOI: 10.1016/J.AMC.2015.12.018
description: scientific article; zbMATH DE number 7039585