Possibilistic mean-variance portfolios versus probabilistic ones: the winner is... (Q2331002)
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scientific article; zbMATH DE number 7121739
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| English | Possibilistic mean-variance portfolios versus probabilistic ones: the winner is... |
scientific article; zbMATH DE number 7121739 |
Statements
Possibilistic mean-variance portfolios versus probabilistic ones: the winner is... (English)
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23 October 2019
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possibilistic mean
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variance and covariance \textit{à la} Carlsson-Fullér-Majlender
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lower and upper possibilistic means
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variances and covariances
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comparison
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0.8433120250701904
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0.83299320936203
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0.8234782814979553
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0.8160240054130554
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0.8040682673454285
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