A new risk criterion in fuzzy environment and its application
From MaRDI portal
Publication:693392
DOI10.1016/j.apm.2011.09.081zbMath1252.91054MaRDI QIDQ693392
Yanju Chen, Yan-Kui Liu, Xiao-Li Wu
Publication date: 7 December 2012
Published in: Applied Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apm.2011.09.081
fractional programming; domain decomposition method; risk measure; absolute semi-deviation; fuzzy portfolio optimization; pseudo-convexity
90C70: Fuzzy and other nonstochastic uncertainty mathematical programming
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