MEAN-SEMIVARIANCE MODELS FOR PORTFOLIO OPTIMIZATION PROBLEM WITH MIXED UNCERTAINTY OF FUZZINESS AND RANDOMNESS (Q3195021)

From MaRDI portal
scientific article
Language Label Description Also known as
English
MEAN-SEMIVARIANCE MODELS FOR PORTFOLIO OPTIMIZATION PROBLEM WITH MIXED UNCERTAINTY OF FUZZINESS AND RANDOMNESS
scientific article

    Statements

    MEAN-SEMIVARIANCE MODELS FOR PORTFOLIO OPTIMIZATION PROBLEM WITH MIXED UNCERTAINTY OF FUZZINESS AND RANDOMNESS (English)
    0 references
    0 references
    0 references
    0 references
    21 October 2015
    0 references
    0 references
    0 references
    0 references
    0 references
    uncertainty modelling
    0 references
    portfolio optimization
    0 references
    random fuzzy variables
    0 references
    semivariance
    0 references
    random fuzzy simulation
    0 references