Portfolio selection and portfolio frontier with background risk
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference38 articles.
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4. A risk index model for uncertain portfolio selection with background risk;Computers & Operations Research;2021-08
5. Multiperiod portfolio selection models under uncertain measure and with multiple criteria;Journal of Intelligent & Fuzzy Systems;2021-03-02
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