A note on ``Portfolio selection under possibilistic mean-variance utility and a SMO algorithm

DOI10.1016/J.EJOR.2020.05.039MaRDI QIDQ2028871zbMATH OpenOpenAlexFDO

Authors Marco Corazza

Publication date 3 June 2021

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2020.05.039

zbMATH Keywords

trapezoidal fuzzy numberpossibilistic covarianceportfolio selection model

Mathematics Subject Classification ID

Portfolio theory (91G10) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

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Cites work

• A possibilistic approach to selecting portfolios with highest utility score
• Portfolio selection under possibilistic mean-variance utility and a SMO algorithm

Cited in

(1)

• Portfolio selection under possibilistic mean-variance utility and a SMO algorithm

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