A nonlinear interval portfolio selection model and its application in banks (Q1794302)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A nonlinear interval portfolio selection model and its application in banks |
scientific article; zbMATH DE number 6954327
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A nonlinear interval portfolio selection model and its application in banks |
scientific article; zbMATH DE number 6954327 |
Statements
A nonlinear interval portfolio selection model and its application in banks (English)
0 references
15 October 2018
0 references
downside-risk management
0 references
interval return
0 references
portfolio selection
0 references
semi-variance
0 references
simulation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.7793766856193542
0 references
0.7692041993141174
0 references
0.7629209160804749
0 references
0.7508964538574219
0 references
0.7459196448326111
0 references