Work

Risk index based models for portfolio adjusting problem with returns subject to experts' evaluations

Year: 2012

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2012.09.032

Authors: Xiaoxia Huang, Haiyao Ying

Institution: University of Science and Technology Beijing

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funders: National Science Foundation, National Natural Science Foundation of China, Program for New Century Excellent Talents in University, Fundamental Research Funds for the Central Universities

Awards: 基于可信性理论的动态投资组合模型及决策研究, 不确定跨国资本预算模型及决策研究

OpenAlex ID: W1993967036

FWCI: 2.97

Cites: 27

Cited by: 63

Related to: 10