Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns (Q319614): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B06 / rank | |||
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| Property / zbMATH DE Number: 6633604 / rank | |||
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uncertainty modeling | |||
| Property / zbMATH Keywords: uncertainty modeling / rank | |||
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mean-variance model | |||
| Property / zbMATH Keywords: mean-variance model / rank | |||
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portfolio optimization | |||
| Property / zbMATH Keywords: portfolio optimization / rank | |||
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uncertain variable | |||
| Property / zbMATH Keywords: uncertain variable / rank | |||
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uncertain measure | |||
| Property / zbMATH Keywords: uncertain measure / rank | |||
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Revision as of 01:41, 28 June 2023
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 |
scientific article |
Statements
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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