The impact of background risk
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DOI: 10.1016/j.physa.2012.07.019
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Cited by:
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- Alghalith, Moawia & Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2016. "A General Optimal Investment Model in the Presence of Background Risk," MPRA Paper 70644, University Library of Munich, Germany.
- Li, Ting & Zhang, Weiguo & Xu, Weijun, 2015. "A fuzzy portfolio selection model with background risk," Applied Mathematics and Computation, Elsevier, vol. 256(C), pages 505-513.
- Deng Xiong & Liu Yanli, 2018. "A High-Moment Trapezoidal Fuzzy Random Portfolio Model with Background Risk," Journal of Systems Science and Information, De Gruyter, vol. 6(1), pages 1-28, February.
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Keywords
Stochastic; Investment; Portfolio; Correlated; Background risk; Uncertainty;All these keywords.
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