An expected regret minimization portfolio selection model (Q439531): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / author | |||
| Property / author: Xiang Li / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G10 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 90C70 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 90B50 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6066867 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
uncertainty modeling | |||
| Property / zbMATH Keywords: uncertainty modeling / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
fuzzy variable | |||
| Property / zbMATH Keywords: fuzzy variable / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
credibility measure | |||
| Property / zbMATH Keywords: credibility measure / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
portfolio selection | |||
| Property / zbMATH Keywords: portfolio selection / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
worst regret criterion | |||
| Property / zbMATH Keywords: worst regret criterion / rank | |||
Normal rank | |||
Revision as of 01:45, 30 June 2023
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
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
