An estimation model of value-at-risk portfolio under uncertainty
type: Item
instance of: scholarly article
title: An estimation model of value-at-risk portfolio under uncertainty
zbMATH Open document ID: 1186.91127
author: Yuji Yoshida
published in: Fuzzy Sets and Systems
publication date: 2009-12-07T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 60A86
zbMATH DE Number: 5643683
zbMATH Keywords: uncertainty modeling
zbMATH Keywords: value-at-risk (VaR)
zbMATH Keywords: risk-sensitive portfolio
zbMATH Keywords: fuzzy random variable
zbMATH Keywords: possibility and necessity
zbMATH Keywords: pessimistic-optimistic index
MaRDI profile type: Publication
full work available at URL: j.fss.2009.02.007
OpenAlex ID: W2007551252
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DOI: 10.1016/J.FSS.2009.02.007
description: scientific article; zbMATH DE number 5643683