Portfolio selection under independent possibilistic information
type: Item
instance of: scholarly article
title: Portfolio selection under independent possibilistic information
zbMATH Open document ID: 0982.91028
DOI: 10.1016/S0165-0114(99)00026-3
author: Masahiro Inuiguchi
author: Tetsuzo Tanino
published in: Fuzzy Sets and Systems
publication date: 2000-01-01T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C05
zbMATH DE Number: 1517236
zbMATH Keywords: possibilistic programming
zbMATH Keywords: portfolio selection
zbMATH Keywords: minimax regret
zbMATH Keywords: linear programming
zbMATH Keywords: necessity measure
MaRDI profile type: Publication
cites work: Fuzzy sets and systems. Theory and applications
cites work: Q4307082
cites work: Relationships between modality constrained programming problems and various fuzzy mathematical programming problems
cites work: Modality constrained programming problems: A unified approach to fuzzy mathematical programming problems in the setting of possibility theory
cites work: Minimax regret solution to linear programming problems with an interval objective function
cites work: An achievement rate approach to linear programming problems with an interval objective function
full work available at URL: s0165-0114(99)00026-3
OpenAlex ID: W2056826990
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description: scientific article; zbMATH DE number 1517236