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Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk. (2013). Zhu, Lixing ; Wong, Wing-Keung ; Guo, Xu ; Lixing, Zhu ; Wing-Keung, Wong ; Xu, Guo.
In: MPRA Paper.
RePEc:pra:mprapa:51827.

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  4. Cardak, Buly A., Wilkins, Roger, 2009. The determinants of household risky asset holdings: Australian evidence on background risk and other factors, Journal of Banking & Finance 33(5), 850-860.

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  11. Fan, E., Zhao, R., (2009). Health status and portfolio choice: causality or heterogeneity. Journal of Banking and Finance, 33, 1079-1088.

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  2. How does background risk affect portfolio choice: An analysis based on uncertain mean-variance model with background risk. (2020). Huang, Xiaoxia ; Yang, Tingting.
    In: Journal of Banking & Finance.
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  3. Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk. (2019). Wong, Wing-Keung ; Guo, XU ; Chan, Raymond H ; Zhu, Lixing.
    In: Risk Management.
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  4. Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity. (2018). Brandtner, Mario.
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  5. A High-Moment Trapezoidal Fuzzy Random Portfolio Model with Background Risk. (2018). Li, Liuyan ; Xiong, Deng.
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  6. Uncertain portfolio selection with background risk. (2016). Huang, Xiaoxia ; Di, Hao.
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  7. A fuzzy portfolio selection model with background risk. (2015). Xu, Weijun ; Zhang, Weiguo ; Li, Ting.
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  8. Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk. (2013). Zhu, Lixing ; Wong, Wing-Keung ; Guo, Xu ; Lixing, Zhu ; Wing-Keung, Wong ; Xu, Guo.
    In: MPRA Paper.
    RePEc:pra:mprapa:51827.

    Full description at Econpapers || Download paper

  9. An analysis of portfolio selection with multiplicative background risk. (2013). Zhu, Lixing ; Wong, Wing-Keung ; Guo, Xu.
    In: MPRA Paper.
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  10. International portfolio selection with exchange rate risk: A behavioural portfolio theory perspective. (2013). An, Yunbi ; Ma, Yongkai ; Jiang, Chong Hui.
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  11. Portfolio selection and portfolio frontier with background risk. (2013). Huang, Hung-Hsi ; Wang, Ching-Ping.
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  12. The impact of background risk. (2012). Alghalith, Moawia.
    In: Physica A: Statistical Mechanics and its Applications.
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  13. Portfolio selection with mental accounts and background risk. (2012). Baptista, Alexandre.
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  14. Are You Risk Averse over Other Peoples Money?. (2011). Harrison, Glenn ; Chakravarty, Sujoy ; Haruvy, Ernan E ; Rutstrom, Elisabet E.
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  15. Portfolio selection with mental accounts and delegation. (2011). Baptista, Alexandre ; Alexander, Gordon.
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  16. Active portfolio management with benchmarking: A frontier based on alpha. (2010). Baptista, Alexandre ; Alexander, Gordon.
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  17. An analysis of portfolio selection with background risk. (2010). An, Yunbi ; Ma, Yongkai ; Jiang, Chong Hui.
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  18. Health status and portfolio choice: Causality or heterogeneity?. (2009). Zhao, Ruoyun (Lucy) ; Fan, Elliott.
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  19. The determinants of household risky asset holdings: Australian evidence on background risk and other factors. (2009). Wilkins, Roger ; Cardak, Buly.
    In: Journal of Banking & Finance.
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  20. Efficient portfolios when housing needs change over the life cycle. (2009). Weber, Guglielmo ; Pelizzon, Loriana.
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  21. The delegated portfolio management problem: Reputation and herding. (2009). Villatoro, Félix.
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