A risk index model for multi-period uncertain portfolio selection
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Publication:456449
DOI10.1016/j.ins.2012.06.017zbMath1250.91094MaRDI QIDQ456449
J. Herrera, D. Rodríguez-Gómez
Publication date: 25 October 2012
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ins.2012.06.017
portfolio selection; risk index; uncertain programming; multi-period portfolio selection; mean-risk index model
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