Portfolio selection of uncertain random returns based on value at risk
type: Item
instance of: scholarly article
title: Portfolio selection of uncertain random returns based on value at risk
zbMATH Open document ID: 1498.91398
author: Yajuan Liu
author: Hamed Ahmadzade
author: Mehran Farahikia
published in: Soft Computing
publication date: 2022-11-21T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 7620976
zbMATH Keywords: chance theory
zbMATH Keywords: uncertain random variable
zbMATH Keywords: value at risk
zbMATH Keywords: portfolio selection
zbMATH Keywords: Monte Carlo simulation
zbMATH Keywords: mean-value at risk model
MaRDI profile type: Publication
full work available at URL: s00500-021-05623-6
OpenAlex ID: W3132919706
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DOI: 10.1007/S00500-021-05623-6
description: scientific article; zbMATH DE number 7620976