CVaR reduced fuzzy variables and their second order moments
From MaRDI portal
(Redirected from Publication:2805897)
Recommendations
- Semideviations of reduced fuzzy variables: a possibility approach
- Optimizing fuzzy portfolio selection problems by parametric quadratic programming
- Mean-VaR models and algorithms for fuzzy portfolio selection
- The First Moments and Semi-Moments of Fuzzy Variables Based on an Optimism-Pessimism Measure with Application for Portfolio Selection
- Moments and semi-moments for fuzzy portfolio selection
Cited in
(10)- Two-stage multiobjective optimization for emergency supplies allocation problem under integrated uncertainty
- A new quadratic deviation of fuzzy random variable and its application to portfolio optimization
- Prepositioning emergency supplies under uncertainty: a parametric optimization method
- Credibilistic value and average value at risk in fuzzy risk analysis
- Semideviations of reduced fuzzy variables: a possibility approach
- Optimal decisions for prepositioning emergency supplies problem with type-2 fuzzy variables
- Reducing uncertain information in type-2 fuzzy variables by Lebesgue-Stieltjes integral with applications
- Methods of critical value reduction for type-2 fuzzy variables and their applications
- Modeling fuzzy data envelopment analysis under robust input and output data
- Robust optimization approximation for ambiguous P-model and its application
This page was built for publication: CVaR reduced fuzzy variables and their second order moments
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2805897)