Uncertain mean-chance model for portfolio selection with multiplicative background risk-Reference-Cited by-同舟云学术

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Uncertain mean-chance model for portfolio selection with multiplicative background risk

Published:2022-12-18 Issue:1 Volume:10 Page:
ISSN:2330-2674
Container-title:International Journal of Systems Science: Operations & Logistics
language:en
Short-container-title:International Journal of Systems Science: Operations & Logistics

Author:

Huang Xiaoxia¹,Ma Di¹

Affiliation:

1. School of Economics and Management, University of Science and Technology Beijing, Beijing, People's Republic of China

Publisher

Informa UK Limited

Subject

Information Systems and Management,Management Science and Operations Research,Information Systems,Management Information Systems

Link

https://www.tandfonline.com/doi/pdf/10.1080/23302674.2022.2158443

Reference40 articles.

1. Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty

2. Portfolio selection with mental accounts and background risk

3. Beyond expected utility: Subjective risk aversion and optimal portfolio choice under convex shortfall risk measures

4. Electricity Portfolio Optimization for Large Consumers: Iberian Electricity Market Case Study

5. Diversified models for portfolio selection based on uncertain semivariance

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1. Prioritization of CIFs taking into account multiple criteria for the construction of efficient portfolios;Cogent Business & Management;2024-07-10

2. Risksiz Faiz Oranı Tercihlerinin Portföy Optimizasyon Sonuçlarına Etkisi;Dumlupınar Üniversitesi Sosyal Bilimler Dergisi;2024-01-30

3. Uncertain mean-risk index portfolio selection considering inflation: Chaos adaptive genetic algorithm;International Journal of Machine Learning and Cybernetics;2023-10-15

4. Uncertain mean–variance portfolio model with inflation taking linear uncertainty distributions;International Review of Economics & Finance;2023-09

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