Fuzzy portfolio optimization under downside risk measures (Q877972)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Fuzzy portfolio optimization under downside risk measures |
scientific article; zbMATH DE number 5149397
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Fuzzy portfolio optimization under downside risk measures |
scientific article; zbMATH DE number 5149397 |
Statements
Fuzzy portfolio optimization under downside risk measures (English)
0 references
4 May 2007
0 references
fuzzy numbers
0 references
interval-valued expectation
0 references
possibilistic mean value
0 references
downside risk functions
0 references
fuzzy mathematical programming
0 references
0.8519232273101807
0 references
0.8391600251197815
0 references
0.8367220759391785
0 references
