The effect of exit strategy on optimal portfolio selection with birandom returns

DOI10.1155/2013/236579zbMath1266.91094OpenAlexW2071359708WikidataQ59002225 ScholiaQ59002225MaRDI QIDQ2375443

Dan Shan, Guohua Cao

Publication date: 14 June 2013

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/236579

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items

A hybrid intelligent algorithm for optimal birandom portfolio selection problems

Cites Work

• A class of multiobjective linear programming model with fuzzy random coefficients
• A new perspective for optimal portfolio selection with random fuzzy returns
• Chance-constrained Portfolio Selection with Birandom Returns
• Breakdown points of t-type regression estimators
• One Type of Optimal Portfolio Selection in Birandom Environments
• Safety First and the Holding of Assets