A new uncertain random portfolio optimization model for complex systems with downside risks and diversification (Q2113034)
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scientific article; zbMATH DE number 7641420
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| English | A new uncertain random portfolio optimization model for complex systems with downside risks and diversification |
scientific article; zbMATH DE number 7641420 |
Statements
A new uncertain random portfolio optimization model for complex systems with downside risks and diversification (English)
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12 January 2023
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uncertainty theory
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portfolio selection
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uncertain random model
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value at risk
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NSGA-II algorithm
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0.8841344
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0.8829138
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0.8813603
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0.8810322
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0.8791822
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0.87602997
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0.87550884
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