Mean-chance model for portfolio selection based on uncertain measure
Xiaoxia Huang; Tianyi Zhao
| Year of publication: |
2014
|
|---|---|
| Authors: | Huang, Xiaoxia ; Zhao, Tianyi |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 59.2014, p. 243-250
|
| Subject: | Portfolio selection | Uncertain programming | Generic algorithm | Mean-chance model | Uncertain variable | Portfolio-Management | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Risiko | Risk | Algorithmus | Algorithm |
| 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/10010470014