Fuzzy possibilistic portfolio selection model with VaR constraint and risk-free investment
Year of publication: |
2013
|
---|---|
Authors: | Li, Ting ; Zhang, Weiguo ; Xu, Weijun |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 31.2013, p. 12-17
|
Saved in:
Saved in favorites
Similar items by person
-
Fuzzy possibilistic portfolio selection model with VaR constraint and risk-free investment
Li, Ting, (2013)
-
Fuzzy possibilistic portfolio selection model with VaR constraint and risk-free investment
Li, Ting, (2013)
-
A Modified Least-Squares Simulation Approach to Value American Barrier Options
Zhang, Lihua, (2014)
- More ...