On the quasi-efficient frontier of the set of optimal portfolios under hybrid uncertainty with short sales allowed (Q6493499)
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scientific article; zbMATH DE number 7839205
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| English | On the quasi-efficient frontier of the set of optimal portfolios under hybrid uncertainty with short sales allowed |
scientific article; zbMATH DE number 7839205 |
Statements
On the quasi-efficient frontier of the set of optimal portfolios under hybrid uncertainty with short sales allowed (English)
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29 April 2024
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portfolio selection model
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hybrid uncertainty
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possibility
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necessity
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quasi-efficient solutions
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minimum risk portfolio frontier
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fuzzy random variable
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0.8375428915023804
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0.8186295032501221
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0.7996764779090881
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0.7795891761779785
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0.7598555684089661
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