On interval portfolio selection problem

DOI10.1007/s10700-013-9155-zzbMath1397.91565OpenAlexW2036926645MaRDI QIDQ1794342

Meng Wu, De-wang Kong, Nan-Jing Huang, Jiu-Ping Xu

Publication date: 15 October 2018

Published in: Fuzzy Optimization and Decision Making (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10700-013-9155-z

zbMATH Keywords

intervalinterval analysisportfolio selectioninverse interval matrix

Mathematics Subject Classification ID

Portfolio theory (91G10)

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