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HARVARD Citation
Zhai, J. et al. (2018). Mean-variance model for portfolio optimization with background risk based on uncertainty theory. International journal of general systems. 47 (3), pp. 294-312. [Online].
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Zhai, J. et al. (2018). Mean-variance model for portfolio optimization with background risk based on uncertainty theory. International journal of general systems. 47 (3), pp. 294-312. [Online].