A novel algorithm for uncertain portfolio selection (Q2489175)
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scientific article; zbMATH DE number 5023458
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A novel algorithm for uncertain portfolio selection |
scientific article; zbMATH DE number 5023458 |
Statements
A novel algorithm for uncertain portfolio selection (English)
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16 May 2006
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Mean-variance method
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Portfolio selection
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Possibilistic regression
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Mellin transformation
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0.8313254117965698
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0.8300206661224365
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0.8212606310844421
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0.8090658187866211
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0.8088697195053101
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