Portfolio management with background risk under uncertain mean-variance utility
Xiaoxia Huang, Guowei Jiang
| Year of publication: |
2021
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|---|---|
| Authors: | Huang, Xiaoxia ; Jiang, Guowei |
| Published in: |
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1573-2908, ZDB-ID 2065595-2. - Vol. 20.2021, 3, p. 315-330
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| Subject: | Portfolio selection | Mean-variance utility | Background risk | Uncertain variable | Uncertain programming | Portfolio-Management | Risiko | Risk | Theorie | Theory | Erwartungsnutzen | Expected utility | Entscheidung unter Unsicherheit | Decision under uncertainty |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10700-020-09345-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012616207