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A risk index model for uncertain portfolio selection with background risk.

Xiaoxia HuangGuowei JiangPankaj GuptaMukesh Kumar Mehlawat
Published in: Comput. Oper. Res. (2021)
Keyphrases
  • portfolio optimization
  • portfolio selection
  • decision making
  • probabilistic model
  • data mining techniques
  • feature space
  • supply chain
  • risk management
  • portfolio management
  • risk measures