Uncertain Mean-variance model for project selection in P2P online lending platforms
Author:
Affiliation:
1. University of Science and Technology Beijing,School of Economics and Management,Beijing,China
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/9758987/9759105/09759160.pdf?arnumber=9759160
Reference14 articles.
1. Portfolio selection[J];markowitz;Journal of Finance,1952
2. What’s in a Picture?
3. Instance-based credit risk assessment for investment decisions in P2P lending[J];yanhong;European Journal of Operational Research,2016
4. A formula to calculate the variance of uncertain variable
5. Portfolio adjusting optimization with added assets and transaction costs based on credibility measures
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