Two Possibilistic Mean-Variance Models for Portfolio Selection

DOI10.1007/978-3-642-03664-4_111zbMath1189.91190OpenAlexW2280726529MaRDI QIDQ3563285

Wei Chen

Publication date: 31 May 2010

Published in: Advances in Intelligent and Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-03664-4_111

zbMATH Keywords

possibility theoryportfolio selectionpossiblistic meanpossiblistic variance

Mathematics Subject Classification ID

Portfolio theory (91G10) Fuzzy probability (60A86)

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