Mean-risk model for uncertain portfolio selection

DOI10.1007/s10700-010-9094-xzbMath1304.91196OpenAlexW2079998518MaRDI QIDQ2514497

Xiaoxia Huang

Publication date: 3 February 2015

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

Full work available at URL: https://doi.org/10.1007/s10700-010-9094-x

zbMATH Keywords

portfolio selectionuncertain variablemean-risk modelrisk curve

Mathematics Subject Classification ID

Portfolio theory (91G10)

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