Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach
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Publication:1662706
DOI10.3390/a10020043zbMath1461.91272OpenAlexW2606631829MaRDI QIDQ1662706
Xinhong Liu, Li Wang, Yuan Feng
Publication date: 20 August 2018
Published in: Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3390/a10020043
Applications of statistics to actuarial sciences and financial mathematics (62P05) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10) Fuzziness in connection with statistical distributions (62E86)
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