Investor-friendly and robust portfolio selection model integrating forecasts for financial tendency and risk-averse (Q1730448)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Investor-friendly and robust portfolio selection model integrating forecasts for financial tendency and risk-averse |
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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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