Portfolio selection based on uncertain fractional differential equation
Portfolio selection problems are considered in the paper. The securities in the proposed problems are suggested to follow uncertain fractional differential equations which have memory characteristics. By introducing the left semi-deviation of the wealth, two problems are proposed. One is to maximize...
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| Format: | Article |
| Language: | English |
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AIMS Press
2022-01-01
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| Series: | AIMS Mathematics |
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| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.2022238?viewType=HTML |