Mathematical Approaches for Fuzzy Portfolio Selection Problems with Normal Mixture Distributions
From MaRDI portal
Publication:3055583
DOI10.1007/978-3-642-13935-2_19zbMATH Open1198.91187OpenAlexW6276641MaRDI QIDQ3055583FDOQ3055583
Authors: Takashi Hasuike, Hiroaki Ishii
Publication date: 8 November 2010
Published in: Fuzzy Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-13935-2_19
Recommendations
- Portfolio selection based on fuzzy probabilities and possibility distributions
- Fuzzy mean-variance portfolio selection problems
- On fuzzy portfolio selection problems
- Random fuzzy mixture of equally weighted and minimum-variance portfolios selection problem
- Portfolio selection problems with random fuzzy variable returns
- A fuzzy approach to portfolio selection
- scientific article; zbMATH DE number 7338636
- New methods for portfolio selection problem with fuzzy random variable returns
- scientific article; zbMATH DE number 1293544
- Mean-VaR models and algorithms for fuzzy portfolio selection
This page was built for publication: Mathematical Approaches for Fuzzy Portfolio Selection Problems with Normal Mixture Distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3055583)