A portfolio selection model based on the interval number

DOI10.1155/2021/2577264zbMATH Open1512.91122MaRDI QIDQ6483993FDOQ6483993

Authors: Jiangshan Hu, Yunyun Sui, Fang Ma 

Publication date: 24 January 2022

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

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Mathematics Subject Classification ID

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

Cited In (6)

• On interval portfolio selection problem
• 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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