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Portfolio analysis : from probabilistic to credibilistic and uncertain approaches
Huang, Xiaoxia, (2010)
Credibilistic programming : an introduction to models and applications
Li, Xiang, (2013)
Fuzzy portfolio optimization : theory and methods
Fang, Yong, (2008)
An analytic derivation of admissible efficient frontier with borrowing
Zhang, Wei-Guo, (2008)
Pricing currency options in a fractional Brownian motion with jumps
Xiao, Wei-Lin, (2010)