An expected regret minimization portfolio selection model (Q439531)
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scientific article; zbMATH DE number 6066867
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An expected regret minimization portfolio selection model |
scientific article; zbMATH DE number 6066867 |
Statements
An expected regret minimization portfolio selection model (English)
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16 August 2012
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uncertainty modeling
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fuzzy variable
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credibility measure
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portfolio selection
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worst regret criterion
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