A perception-based portfolio under uncertainty: minimization of average rates of falling

DOI10.1007/978-3-642-04820-3_14MaRDI QIDQ3652102zbMATH OpenOpenAlexFDO

Authors Yuji Yoshida

Publication date 17 December 2009

Published in Modeling Decisions for Artificial Intelligence (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-04820-3_14

Mathematics Subject Classification ID

Portfolio theory (91G10)

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(3)

• A novel methodology for perception-based portfolio management
• A dynamic average value-at-risk portfolio model with fuzzy random variables
• A Risk-Minimizing Model Under Uncertainty in Portfolio

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