Uncertain mean-variance portfolio model with inflation taking linear uncertainty distributions
Xiaoxia Huang, Di Ma, Kwang-Il Choe
| Year of publication: |
2023
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|---|---|
| Authors: | Huang, Xiaoxia ; Ma, Di ; Choe, Kwang-Il |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 87.2023, p. 203-217
|
| Subject: | Inflation | Multiplicative background risk | Portfolio investment | Uncertain variable | Risiko | Risk | Portfolio-Management | Portfolio selection | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.04.025 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472066