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

DOI10.1016/J.EJOR.2020.05.039zbMATH Open1487.91114OpenAlexW3033613915MaRDI QIDQ2028871FDOQ2028871

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

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zbMATH Keywords

trapezoidal fuzzy numberpossibilistic covarianceportfolio selection model

Mathematics Subject Classification ID

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

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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