Fuzzy portfolio model with different investor risk attitudes

DOI10.1016/j.ejor.2012.10.036zbMath1292.91170OpenAlexW1964400822MaRDI QIDQ2509527

Ruey-Chyn Tsaur

Publication date: 28 July 2014

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2012.10.036

zbMATH Keywords

risk attitudedecision analysisfuzzy portfolio modelpossibilistic mean-standard deviation model

Mathematics Subject Classification ID

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

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