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Robust-based interactive portfolio selection problems with an uncertainty set of returns - MaRDI portal

Robust-based interactive portfolio selection problems with an uncertainty set of returns (Q1794340)

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scientific article; zbMATH DE number 6954457
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English
Robust-based interactive portfolio selection problems with an uncertainty set of returns
scientific article; zbMATH DE number 6954457

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    Robust-based interactive portfolio selection problems with an uncertainty set of returns (English)
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    15 October 2018
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    portfolio selection problem
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    uncertainty set
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    robust programming
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    fuzzy goal
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    interactive fuzzy satisficing method
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