Fuzzy views on Black-Litterman portfolio selection model (Q1621186)
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scientific article; zbMATH DE number 6975300
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| English | Fuzzy views on Black-Litterman portfolio selection model |
scientific article; zbMATH DE number 6975300 |
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Fuzzy views on Black-Litterman portfolio selection model (English)
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8 November 2018
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Black-Litterman optimization
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fuzzy covariance
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fuzzy number
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portfolio selection
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0.8813492059707642
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0.8094424605369568
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0.8084662556648254
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0.8039035201072693
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