Pages that link to "Item:Q3195021"
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The following pages link to MEAN-SEMIVARIANCE MODELS FOR PORTFOLIO OPTIMIZATION PROBLEM WITH MIXED UNCERTAINTY OF FUZZINESS AND RANDOMNESS (Q3195021):
Displaying 5 items.
- Minimax mean-variance models for fuzzy portfolio selection (Q422438) (← links)
- A nonlinear interval portfolio selection model and its application in banks (Q1794302) (← links)
- An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (Q2099874) (← links)
- Multi-period mean-semivariance portfolio optimization based on uncertain measure (Q2318547) (← links)
- Fuzzy multi-objective portfolio model based on semi-variance--semi-absolute deviation risk measures (Q2318618) (← links)