A note on "Portfolio selection under possibilistic mean-variance utility and a SMO algorithm"
Marco Corazza
| Year of publication: |
2021
|
|---|---|
| Authors: | Corazza, Marco |
| Other Persons: | Zhang, Wei-guo (contributor) ; Zhang, Xi-li (contributor) ; Xiao, Wei-lin (contributor) |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 288.2021, 1 (1.1.), p. 343-345
|
| Subject: | Portfolio selection model | Possibilistic covariance | Trapezoidal fuzzy number | Portfolio-Management | Portfolio selection | Fuzzy-Set-Theorie | Fuzzy sets | Korrelation | Correlation | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2020.05.039 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012496566