MEAN-SEMIVARIANCE MODELS FOR PORTFOLIO OPTIMIZATION PROBLEM WITH MIXED UNCERTAINTY OF FUZZINESS AND RANDOMNESS
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Publication:3195021
DOI10.1142/S0218488513400102zbMath1322.62301MaRDI QIDQ3195021
Zhongfeng Qin, David Z. W. Wang, Xiang Li
Publication date: 21 October 2015
Published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)
portfolio optimizationuncertainty modellingrandom fuzzy simulationsemivariancerandom fuzzy variables
Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10) Parametric inference and fuzziness (62F86)
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Cites Work
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