Fuzzy possibilistic portfolio selection model with VaR constraint and risk-free investment
Ting Li; Weiguo Zhang; Weijun Xu
| Year of publication: |
2013
|
|---|---|
| Authors: | Li, Ting ; Zhang, Weiguo ; Xu, Weijun |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 31.2013, p. 12-17
|
| Subject: | Fuzzy number | Value at risk | Possibilistic mean | Possibilistic variance | Portfolio | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Fuzzy-Set-Theorie | Fuzzy sets |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009725814