A random-fuzzy portfolio selection DEA model using value-at-risk and conditional value-at-risk (Q2154315)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A random-fuzzy portfolio selection DEA model using value-at-risk and conditional value-at-risk |
scientific article |
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A random-fuzzy portfolio selection DEA model using value-at-risk and conditional value-at-risk (English)
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19 July 2022
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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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