Uncertain random portfolio selection based on risk curve
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Publication:2156519
DOI10.1007/s00500-020-04751-9zbMath1491.91123OpenAlexW3005581871MaRDI QIDQ2156519
Rouhollah Mehralizade, Hamed Ahmadzade, Bahram Sadeghpour-Gildeh, Mohammad Amini-Dehak
Publication date: 18 July 2022
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-020-04751-9
optimizationsensitivity analysismean-risk modeluncertain random variablerisk curveuncertain random portfolio selection
Related Items (9)
A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification ⋮ Uncertain random mean–variance–skewness models for the portfolio optimization problem ⋮ Elliptic entropy of uncertain random variables with application to portfolio selection ⋮ Uncertain random portfolio selection with high order moments ⋮ Portfolio optimization in real financial markets with both uncertainty and randomness ⋮ Portfolio selection of uncertain random returns based on value at risk ⋮ A risk index to find the optimal uncertain random portfolio ⋮ A new uncertain random portfolio optimization model for complex systems with downside risks and diversification ⋮ LR Mixed Fuzzy Random Portfolio Choice Based on the Risk Curve
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