Uncertain portfolio adjustment model with background risk and loss aversion

Fuzzy Optimization and Decision Making 2026

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Authors: Guowei Jiang, Xiaoxia Huang, Tingting Yang
DOI: 10.1007/s10700-025-09471-z
Cited by: 0
References: 24

Fields of Study & Subjects

Risk and Portfolio Optimization Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

Publication details

Journal / source
Fuzzy Optimization and Decision Making
Volume
25
Issue
1
Pages
53–74
Publication date
6 January 2026
Language
EN