Random fuzzy mixture of equally weighted and minimum-variance portfolios selection problem

MaRDI QIDQ5129661zbMATH OpenFDO

Authors

Publication date 27 October 2020

zbMATH Keywords

equally weighted portfolio optimization modelminimum-variance portfolio optimization modelpivoting algorithmrandom fuzzy variableSharpe ratio

Mathematics Subject Classification ID

Theory of fuzzy sets, etc. (03E72) Portfolio theory (91G10) Financial applications of other theories (91G80) Optimal stochastic control (93E20)

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(5)

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• Mathematical Approaches for Fuzzy Portfolio Selection Problems with Normal Mixture Distributions
• Minimax mean-variance models for fuzzy portfolio selection
• scientific article; zbMATH DE number 7338636 (Why is no real title available?)
• The mixture of fundamental indexing and minimum semi-variance portfolio selection

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