A risk index model for uncertain portfolio selection with background risk
Xiaoxia Huang, Guowei Jiang, Pankaj Gupta, Mukesh Kumar Mehlawat
| Year of publication: |
2021
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|---|---|
| Authors: | Huang, Xiaoxia ; Jiang, Guowei ; Gupta, Pankaj ; Mehlawat, Mukesh Kumar |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 132.2021, p. 1-15
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| Subject: | Background risk | Genetic algorithm | Portfolio selection | Risk index model | Uncertain programming | Portfolio-Management | Risiko | Risk | Theorie | Theory | Risikomodell | Risk model | Mathematische Optimierung | Mathematical programming | Evolutionärer Algorithmus | Evolutionary algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.cor.2021.105331 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012595736