A chance-constrained portfolio selection model with risk constraints (Q711350)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A chance-constrained portfolio selection model with risk constraints |
scientific article; zbMATH DE number 5804957
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A chance-constrained portfolio selection model with risk constraints |
scientific article; zbMATH DE number 5804957 |
Statements
A chance-constrained portfolio selection model with risk constraints (English)
0 references
25 October 2010
0 references
fuzzy portfolio selection
0 references
fuzzy chance-constrained programming
0 references
risk constraint
0 references