Fuzzy turnover rate chance constraints portfolio model (Q257247)
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scientific article; zbMATH DE number 6555681
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Fuzzy turnover rate chance constraints portfolio model |
scientific article; zbMATH DE number 6555681 |
Statements
Fuzzy turnover rate chance constraints portfolio model (English)
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15 March 2016
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finance
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portfolio selection
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credibility measure
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mean-variance-skewness model
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genetic algorithm
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0.8222584128379822
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0.8115864992141724
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0.7902225255966187
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0.7629369497299194
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0.7551706433296204
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