On interval portfolio selection problem
type: Item
instance of: scholarly article
title: On interval portfolio selection problem
zbMATH Open document ID: 1397.91565
author: Meng Wu
author: De-wang Kong
author: Jiuping Xu
author: Nan-Jing Huang
published in: Fuzzy Optimization and Decision Making
publication date: 2018-10-15T00:00:00Z
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6954458
zbMATH Keywords: portfolio selection
zbMATH Keywords: interval
zbMATH Keywords: interval analysis
zbMATH Keywords: inverse interval matrix
MaRDI profile type: Publication
full work available at URL: s10700-013-9155-z
OpenAlex ID: W2036926645
cites work: Sensitivity Analysis for Mean-Variance Portfolio Problems
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cites work: Q4001511
cites work: Interval Methods for Systems of Equations
cites work: Systems of linear interval equations
cites work: On comparing interval numbers
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cites work: A model for portfolio selection with order of expected returns.
cites work: THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS
DOI: 10.1007/S10700-013-9155-Z
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description: scientific article; zbMATH DE number 6954458