Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis
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Publication:2150498
DOI10.1007/s12597-021-00531-7OpenAlexW3169128712MaRDI QIDQ2150498
Publication date: 27 June 2022
Published in: Opsearch (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12597-021-00531-7
Applications of mathematical programming (90C90) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Operations research and management science (90Bxx)
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