An expected regret minimization portfolio selection model (Q439531)

From MaRDI portal
Revision as of 14:15, 5 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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
    0 references
    0 references

    Identifiers