A multi-period fuzzy mean-minimax risk portfolio model with investor's risk attitude (Q2157055)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multi-period fuzzy mean-minimax risk portfolio model with investor's risk attitude |
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A multi-period fuzzy mean-minimax risk portfolio model with investor's risk attitude (English)
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21 July 2022
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fuzzy portfolio selection
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risk attitude
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\(l_{\infty}\) downside risk
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diversification constraint
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multiple particle swarm optimization
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