Mean-VaR Models and Algorithms for Fuzzy Portfolio Selection

DOI10.1007/978-3-642-04962-0_36zbMath1187.91197OpenAlexW25703814MaRDI QIDQ3399972

Wen Dong, Jin Peng

Publication date: 15 January 2010

Published in: Communications in Computer and Information Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-04962-0_36

zbMATH Keywords

risk analysishybrid intelligent algorithmcredibilistic value-at-riskmean-var model

Mathematics Subject Classification ID

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

This page was built for publication: Mean-VaR Models and Algorithms for Fuzzy Portfolio Selection