An expected regret minimization portfolio selection model (Q439531): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.ejor.2011.11.015 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2008518239 / rank
 
Normal rank

Revision as of 22:19, 19 March 2024

scientific article
Language Label Description Also known as
English
An expected regret minimization portfolio selection model
scientific article

    Statements

    An expected regret minimization portfolio selection model (English)
    0 references
    0 references
    0 references
    0 references
    16 August 2012
    0 references
    uncertainty modeling
    0 references
    fuzzy variable
    0 references
    credibility measure
    0 references
    portfolio selection
    0 references
    worst regret criterion
    0 references

    Identifiers