Work

How does background risk affect portfolio choice: An analysis based on uncertain mean-variance model with background risk

Year: 2019

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2019.105726

Authors: Xiaoxia Huang, Tingting Yang

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 Natural Science Foundation of China, National Social Science Fund of China

Award: 基于直觉模糊网络分析法的产品概念设计理论与应用研究

OpenAlex ID: W2995120487

FWCI: 3.401

Cites: 33

Cited by: 45

Related to: 10