A risk index to find the optimal uncertain random portfolio (Q2100248): Difference between revisions

@@ Property / author @@
+Mohammad Amini-Dehak
@@ Property / author: Mohammad Amini-Dehak / rank @@
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@@ Property / author @@
+Bahram Sadeghpour-Gildeh
@@ Property / author: Bahram Sadeghpour-Gildeh / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00500-021-05980-2
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@@ Property / OpenAlex ID @@
+W3177509101
@@ Property / OpenAlex ID: W3177509101 / rank @@
+Normal rank
@@ Property / cites work @@
+Partial divergence measure of uncertain random variables and its application
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+Fuzzy mean-variance-skewness portfolio selection models by interval analysis
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+A new risk criterion in fuzzy environment and its application
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+Diversified models for portfolio selection based on uncertain semivariance
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+Portfolio selection with a new definition of risk
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+Mean-semivariance models for fuzzy portfolio selection
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+Risk curve and fuzzy portfolio selection
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+Mean-risk model for uncertain portfolio selection
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+Minimax mean-variance models for fuzzy portfolio selection
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+A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL
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+Uncertainty theory
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+Uncertain random programming with applications
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+Uncertain random variables: a mixture of uncertainty and randomness
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+Q4915508
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+Uncertain programming models for portfolio selection with uncertain returns
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