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

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  • 1921Risk, Uncertainty and Profit9,962 cited
  • 1988RATIONAL CHOICE AND THE FRAMING OF DECISIONS3,712 cited
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  • 2012A risk index model for portfolio selection with returns subject to experts’ estimations

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  • 2020MULTIOBJECTIVE APPROACH TO PORTFOLIO OPTIMIZATION IN THE LIGHT OF THE CREDIBILITY THEORY44 cited
  • 2020Precautionary saving in mean-variance models and different sources of risk22 cited