Xiaoxia Huang, Guowei Jiang. Portfolio management with background risk under uncertain mean-variance utility. Fuzzy Optimization and Decision Making (2020). https://doi.org/10.1007/s10700-020-09345-6
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- Xiaoxia Huang, Tingting Yang, How does background risk affect portfolio choice: An analysis based on uncertain mean-variance model with background risk, Journal of Banking and Finance, 111, 2020, 105726
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