Fuzzy portfolio optimization under downside risk measures
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Publication:877972
DOI10.1016/J.FSS.2006.10.026zbMATH Open1190.91140OpenAlexW2053734038MaRDI QIDQ877972FDOQ877972
E. Vercher, J. D. Bermúdez, J. V. Segura
Publication date: 4 May 2007
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.fss.2006.10.026
Recommendations
fuzzy numbersfuzzy mathematical programmingpossibilistic mean valuedownside risk functionsinterval-valued expectation
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