A risk index model for portfolio selection with returns subject to experts' estimations

DOI10.1007/s10700-012-9125-xzbMath1254.91711OpenAlexW2091979547MaRDI QIDQ1927279

Xiaoxia Huang

Publication date: 31 December 2012

Published in: Fuzzy Optimization and Decision Making (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10700-012-9125-x

zbMATH Keywords

portfolio selectionrisk indexuncertain programmingmean-risk index model

Mathematics Subject Classification ID

Stochastic programming (90C15) Portfolio theory (91G10)

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