A risk index to find the optimal uncertain random portfolio
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Publication:2100248
DOI10.1007/s00500-021-05980-2zbMath1498.91401OpenAlexW3177509101MaRDI QIDQ2100248
Hamed Ahmadzade, Rouhollah Mehralizade, Mohammad Amini-Dehak, Bahram Sadeghpour-Gildeh
Publication date: 21 November 2022
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-021-05980-2
optimizationsensitivity analysisrisk indexmean-risk modeluncertain random variableoptimal uncertain random portfolio
Related Items (2)
Uncertain random portfolio selection with high order moments ⋮ LR Mixed Fuzzy Random Portfolio Choice Based on the Risk Curve
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