A new quadratic deviation of fuzzy random variable and its application to portfolio optimization (Q5858195)
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scientific article; zbMATH DE number 7332206
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new quadratic deviation of fuzzy random variable and its application to portfolio optimization |
scientific article; zbMATH DE number 7332206 |
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9 April 2021
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risk criterion
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hybrid uncertainty
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mean-QD model
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convexity
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computational complexity
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portfolio optimization
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A new quadratic deviation of fuzzy random variable and its application to portfolio optimization (English)
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