A nonlinear interval portfolio selection model and its application in banks
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Publication:1794302
DOI10.1007/s11424-017-6070-3zbMath1397.91566MaRDI QIDQ1794302
Kin Keung Lai, Dawen Yan, Yaxing Hu
Publication date: 15 October 2018
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-017-6070-3
91G60: Numerical methods (including Monte Carlo methods)
90C70: Fuzzy and other nonstochastic uncertainty mathematical programming
65G30: Interval and finite arithmetic
91G10: Portfolio theory
Uses Software