A risk index model for multi-period uncertain portfolio selection (Q456449)
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scientific article; zbMATH DE number 6098514
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A risk index model for multi-period uncertain portfolio selection |
scientific article; zbMATH DE number 6098514 |
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A risk index model for multi-period uncertain portfolio selection (English)
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25 October 2012
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portfolio selection
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uncertain programming
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multi-period portfolio selection
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mean-risk index model
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risk index
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0.9446479
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0.92799723
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0.9171071
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0.91118765
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0.89552855
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0.89494365
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0.89389133
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0.8930559
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0.8903636
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