A review of uncertain portfolio selection

DOI10.3233/JIFS-169211zbMath1376.91147OpenAlexW2617530030MaRDI QIDQ4598486

Xiaoxia Huang

Publication date: 21 December 2017

Published in: Journal of Intelligent & Fuzzy Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/jifs-169211

zbMATH Keywords

uncertainty theoryrisk measurementuncertain variableuncertain measureuncertain portfolio selection

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (6)

Uncertain random portfolio selection based on risk curve ⋮ Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory ⋮ A clustering‐based review on project portfolio optimization methods ⋮ International portfolio optimization based on uncertainty theory ⋮ Portfolio management with background risk under uncertain mean-variance utility ⋮ Uncertain portfolio selection with mental accounts

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