On the quasi-efficient frontier of the set of optimal portfolios under hybrid uncertainty with short sales allowed

DOI10.2478/CANDC-2022-0024MaRDI QIDQ6493499

Ilia S. Soldatenko, Stepan A. Rogonov, A. V. Yazenin

Publication date: 29 April 2024

Published in: Control and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

possibilityfuzzy random variablenecessityportfolio selection modelhybrid uncertaintyquasi-efficient solutionsminimum risk portfolio frontier

Mathematics Subject Classification ID

Portfolio theory (91G10)

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