Publication:2991609

zbMath1349.91257MaRDI QIDQ2991609

Li Gao, Qun Zhang, Wei Sun, Wei-Guo Zhang

Publication date: 10 August 2016

zbMATH Keywords

portfolio; fuzzy random variables; short sales; efficient market

Mathematics Subject Classification ID

90C20: Quadratic programming

03E72: Theory of fuzzy sets, etc.

91G10: Portfolio theory

91G99: Actuarial science and mathematical finance