Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model (Q861159)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model |
scientific article |
Statements
Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model (English)
0 references
9 January 2007
0 references
portfolio selection
0 references
Sharpe's single-index model
0 references
fuzzy numbers
0 references
value
0 references