A nonlinear interval portfolio selection model and its application in banks
type: Item
instance of: scholarly article
title: A nonlinear interval portfolio selection model and its application in banks
zbMATH Open document ID: 1397.91566
author: Dawen Yan
author: Yaxing Hu
author: Kin Keung Lai
published in: Journal of Systems Science and Complexity
publication date: 2018-10-15T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 65G30
Mathematics Subject Classification ID: 90C70
zbMATH DE Number: 6954327
zbMATH Keywords: downside-risk management
zbMATH Keywords: interval return
zbMATH Keywords: portfolio selection
zbMATH Keywords: semi-variance
zbMATH Keywords: simulation
describes a project that uses: Ipopt
describes a project that uses: alphaBB
MaRDI profile type: Publication
full work available at URL: s11424-017-6070-3
OpenAlex ID: W2772801618
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DOI: 10.1007/S11424-017-6070-3
description: scientific article; zbMATH DE number 6954327