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

DOI10.2478/CANDC-2022-0024MaRDI QIDQ6493499zbMATH OpenFDO

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

Publication date 29 April 2024

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

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.2478/CANDC-2022-0024

zbMATH Keywords

fuzzy random variablehybrid uncertaintyminimum risk portfolio frontiernecessityportfolio selection modelpossibilityquasi-efficient solutions

Mathematics Subject Classification ID

Portfolio theory (91G10)

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