A note on ``Portfolio selection under possibilistic mean-variance utility and a SMO algorithm

DOI10.1016/j.ejor.2020.05.039zbMath1487.91114OpenAlexW3033613915MaRDI QIDQ2028871

Marco Corazza

Publication date: 3 June 2021

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2020.05.039

zbMATH Keywords

trapezoidal fuzzy numberpossibilistic covarianceportfolio selection model

Mathematics Subject Classification ID

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

Cites Work

• Portfolio selection under possibilistic mean-variance utility and a SMO algorithm
• A possibilistic approach to selecting portfolios with highest utility score

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