Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model (Q861159)
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: Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model |
scientific article; zbMATH DE number 5083720
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model |
scientific article; zbMATH DE number 5083720 |
Statements
Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model (English)
0 references
9 January 2007
0 references
portfolio selection
0 references
Sharpe's single-index model
0 references
fuzzy numbers
0 references
value
0 references
