Credibilitic mean-variance model for multi-period portfolio selection problem with risk control
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Publication:2454358
DOI10.1007/s00291-013-0335-6zbMath1290.91154OpenAlexW1977043471MaRDI QIDQ2454358
Publication date: 13 June 2014
Published in: OR Spectrum (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00291-013-0335-6
Related Items
Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels ⋮ MULTIPERIOD CREDIBILITIC MEAN SEMI-ABSOLUTE DEVIATION PORTFOLIO SELECTION ⋮ Credibilistic variance and skewness of trapezoidal fuzzy variable and mean-variance-skewness model for portfolio selection ⋮ Uncertain portfolio optimization problem under a minimax risk measure ⋮ Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint ⋮ Multiperiod mean absolute deviation uncertain portfolio selection with real constraints
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