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A risk index to model uncertain portfolio investment with options
Wang, Xuting; Huang, Xiaoxia - In: Economic modelling 80 (2019), pp. 284-293
Persistent link: https://www.econbiz.de/10012200594
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How does background risk affect portfolio choice : an analysis based on uncertain mean-variance model with background risk
Huang, Xiaoxia; Yang, Tingting - In: Journal of banking & finance 111 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012221072
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Two new mean-variance enhanced index tracking models based on uncertainty theory
Yang, Tingting; Huang, Xiaoxia - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013413571
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Portfolio selection with second order uncertain dominance constraint
Huang, Xiaoxia; Meng, Xue; Xu, Xiaozhu - In: Fuzzy optimization and decision making : a journal of … 23 (2024) 4, pp. 561-575
Persistent link: https://www.econbiz.de/10015079805
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Active or passive portfolio : a tracking error analysis under uncertainty theory
Yang, Tingting; Huang, Xiaoxia - In: International review of economics & finance : IREF 80 (2022), pp. 309-326
Persistent link: https://www.econbiz.de/10013342014
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A new uncertain dominance and its properties in the framework of uncertainty theory
Huang, Xiaoxia; Sun, Yutong; Hong, Kwon Ryong - In: Fuzzy optimization and decision making : a journal of … 22 (2023) 4, pp. 631-643
Persistent link: https://www.econbiz.de/10014420519