Mean-Variance Portfolio Choice with Uncertain Variance-Covariance Matrix

ISSN Print: 2167-9533
ISSN Online: 2167-9541
www.scirp.net/journal/jfrm
E-mail: [email protected]

Citations

"Mean-Variance Portfolio Choice with Uncertain Variance-Covariance Matrix"
written by Wei Guo, Yichao Wang, Danping Qiu,
published by Journal of Financial Risk Management, Vol.9 No.2, 2020

has been cited by the following article(s):

[1]	Goal Achieving Probabilities of Mean-Variance Strategies in a Market with Regime-Switching Volatility
	Applied Mathematics, 2022

[1]	Generalized mean semi-absolute deviation model of portfolio selection based on uncertainty theory Fuzzy Optimization and Decision Making, 2025 DOI:10.1007/s10700-025-09452-2

[2]	A New Mean-Variance-Skewness Model for Portfolio Optimization Using Three-Part Zigzag Uncertain Variable Proceedings of the National Academy of Sciences, India Section A: Physical Sciences, 2024 DOI:10.1007/s40010-024-00905-8

[3]	Goal Achieving Probabilities of Mean-Variance Strategies in a Market with Regime-Switching Volatility Applied Mathematics, 2022 DOI:10.4236/am.2022.137038