Jia Zhai, Manying Bai. Mean-variance model for portfolio optimization with background risk based on uncertainty theory. Int. J. General Systems, 47(3):294-312, 2018. [doi]
@article{ZhaiB18-0,
title = {Mean-variance model for portfolio optimization with background risk based on uncertainty theory},
author = {Jia Zhai and Manying Bai},
year = {2018},
doi = {10.1080/03081079.2017.1414210},
url = {https://doi.org/10.1080/03081079.2017.1414210},
researchr = {https://researchr.org/publication/ZhaiB18-0},
cites = {0},
citedby = {0},
journal = {Int. J. General Systems},
volume = {47},
number = {3},
pages = {294-312},
}