A new uncertain random portfolio optimization model for complex systems with downside risks and diversification (Q2113034)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A new uncertain random portfolio optimization model for complex systems with downside risks and diversification |
scientific article; zbMATH DE number 7641420
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new uncertain random portfolio optimization model for complex systems with downside risks and diversification |
scientific article; zbMATH DE number 7641420 |
Statements
A new uncertain random portfolio optimization model for complex systems with downside risks and diversification (English)
0 references
12 January 2023
0 references
uncertainty theory
0 references
portfolio selection
0 references
uncertain random model
0 references
value at risk
0 references
NSGA-II algorithm
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8841344
0 references
0.8829138
0 references
0.8813603
0 references
0.8810322
0 references
0.8791822
0 references
0.87602997
0 references
0.87550884
0 references
