Mean-chance model for portfolio selection based on uncertain measure
Year of publication: |
2014
|
---|---|
Authors: | Huang, Xiaoxia ; Zhao, Tianyi |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 59.2014, p. 243-250
|
Subject: | Portfolio selection | Uncertain programming | Generic algorithm | Mean-chance model | Uncertain variable | Portfolio-Management | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Risiko | Risk |
-
Portfolio management with background risk under uncertain mean-variance utility
Huang, Xiaoxia, (2021)
-
Risk index based models for portfolio adjusting problem with returns subject to experts' evaluations
Huang, Xiaoxia, (2013)
-
A risk index model for uncertain portfolio selection with background risk
Huang, Xiaoxia, (2021)
- More ...
-
Mean-chance model for portfolio selection based on uncertain measure
Huang, Xiaoxia, (2014)
-
Coordination of a fashion supply chain with demand disruptions
Zhao, Tianyi, (2020)
-
Zhao, Tianyi, (2022)
- More ...