Uncertain portfolio optimization problem under a minimax risk measure
Bo Li(Nanjing University of Finance and Economics), Kok Lay Teo(Curtin University), Grace Aw(Curtin University), Yufei Sun(Curtin University)
Cited by 50
Related Papers
Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint
|Applied Mathematical Modelling|2017|82
A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification
|Chaos Solitons & Fractals|2021|61
Two-facility Location Games with Minimum Distance Requirement
|Journal of Artificial Intelligence Research|2021|31
Parametric optimal control for uncertain linear quadratic models
|Applied Soft Computing|2016|28
Parametric approximate optimal control of uncertain differential game with application to counter terror
|Chaos Solitons & Fractals|2021|28