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A random-fuzzy portfolio selection DEA model using value-at-risk and conditional value-at-risk - MaRDI portal

A random-fuzzy portfolio selection DEA model using value-at-risk and conditional value-at-risk (Q2154315)

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English
A random-fuzzy portfolio selection DEA model using value-at-risk and conditional value-at-risk
scientific article

    Statements

    title
    A random-fuzzy portfolio selection DEA model using value-at-risk and conditional value-at-risk (English)
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    author
    Madjid Tavana
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    Hirofumi Fukuyama
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    Rashed Khanjani Shiraz
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    publication date
    19 July 2022
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    zbMATH Keywords
    value-at-risk
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    conditional value-at-risk
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    portfolio selection
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    possibility measure
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    necessity measure
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    credibility measure
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    random-fuzzy variable
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    cites work
    Q4039980
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    Q4884710
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91G70
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    90C15
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    90C30
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    zbMATH DE Number
    7559687
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    OpenAlex ID
    W3026728987
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