A nonlinear interval portfolio selection model and its application in banks
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Publication:1794302
DOI10.1007/s11424-017-6070-3zbMath1397.91566OpenAlexW2772801618MaRDI QIDQ1794302
Yaxing Hu, Dawen Yan, Kin Keung Lai
Publication date: 15 October 2018
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-017-6070-3
Numerical methods (including Monte Carlo methods) (91G60) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Interval and finite arithmetic (65G30) Portfolio theory (91G10)
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Cites Work
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