scientific article; zbMATH DE number 7266606
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Publication:5129661
zbMATH Open1463.91139MaRDI QIDQ5129661
Author name not available (Why is that?)
Publication date: 27 October 2020
Title of this publication is not available (Why is that?)
Sharpe ratiorandom fuzzy variablepivoting algorithmminimum-variance portfolio optimization modelequally weighted portfolio optimization model
Theory of fuzzy sets, etc. (03E72) Optimal stochastic control (93E20) Financial applications of other theories (91G80) Portfolio theory (91G10)
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Title not available (Why is that?) ⋮ Minimax mean-variance models for fuzzy portfolio selection ⋮ Mathematical Approaches for Fuzzy Portfolio Selection Problems with Normal Mixture Distributions
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