Minimax mean-variance models for fuzzy portfolio selection
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Publication:422438
DOI10.1007/s00500-010-0654-3zbMath1237.91207OpenAlexW2019721348MaRDI QIDQ422438
Publication date: 16 May 2012
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-010-0654-3
Minimax problems in mathematical programming (90C47) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)
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