A mean-variance portfolio selection model with interval-valued possibility measures

DOI10.1155/2020/4135740zbMath1459.91184OpenAlexW3081543235MaRDI QIDQ2007097

Fang Ma, Yunyun Sui, Jiangshan Hu

Publication date: 12 October 2020

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/4135740

Mathematics Subject Classification ID

Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

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