Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns (Q319614): Difference between revisions
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Revision as of 19:03, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns |
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Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns (English)
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6 October 2016
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uncertainty modeling
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mean-variance model
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portfolio optimization
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uncertain variable
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uncertain measure
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