Investor-friendly and robust portfolio selection model integrating forecasts for financial tendency and risk-averse (Q1730448)
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scientific article; zbMATH DE number 7032533
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| English | Investor-friendly and robust portfolio selection model integrating forecasts for financial tendency and risk-averse |
scientific article; zbMATH DE number 7032533 |
Statements
Investor-friendly and robust portfolio selection model integrating forecasts for financial tendency and risk-averse (English)
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6 March 2019
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portfolio selection problem
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random fuzzy programming
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fuzzy reasoning method
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worst-case conditional value-at-risk
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efficient algorithm
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0.7836697697639465
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0.7651206254959106
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0.7640904784202576
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0.7604170441627502
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0.7558156847953796
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