Portfolio adjusting optimization under credibility measures
type: Item
instance of: scholarly article
title: Portfolio adjusting optimization under credibility measures
zbMATH Open document ID: 1187.91204
author: Xili Zhang
author: Wei-Guo Zhang
author: Ruichu Cai
published in: Journal of Computational and Applied Mathematics
publication date: 2010-05-21T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B06
Mathematics Subject Classification ID: 90C55
zbMATH DE Number: 5710752
zbMATH Keywords: portfolio adjusting
zbMATH Keywords: possibility theory
zbMATH Keywords: credibility measure
zbMATH Keywords: transaction costs
zbMATH Keywords: sequential quadratic programming method
describes a project that uses: NLPQL
MaRDI profile type: Publication
full work available at URL: j.cam.2010.02.022
OpenAlex ID: W2072106896
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DOI: 10.1016/J.CAM.2010.02.022
description: scientific article; zbMATH DE number 5710752