A portfolio selection model based on the interval number

DOI10.1155/2021/2577264MaRDI QIDQ6483993zbMATH OpenFDO

Authors Jiangshan Hu, Yunyun Sui, Fang Ma

Publication date 24 January 2022

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Mathematics Subject Classification ID

Portfolio theory (91G10) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

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(6)

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• The mean-absolute deviation portfolio selection problem with interval-valued returns
• A nonlinear interval portfolio selection model and its application in banks
• An interval portfolio selection problem based on regret function
• An interval linear programming approach for portfolio selection model
• A new portfolio selection model with interval-typed random variables and the empirical analysis

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