A dynamic average value-at-risk portfolio model with fuzzy random variables (Q5213749)
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scientific article; zbMATH DE number 7162691
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A dynamic average value-at-risk portfolio model with fuzzy random variables |
scientific article; zbMATH DE number 7162691 |
Statements
A Dynamic Average Value-at-Risk Portfolio Model with Fuzzy Random Variables (English)
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4 February 2020
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fuzzy number
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asset price
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optimal portfolio
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risk probability
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evaluation weight
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0.856154203414917
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0.8302245140075684
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0.806053638458252
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0.8055065274238586
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