Performance evaluation of portfolios with fuzzy returns
Zhongbao Zhou, Enming Chen, Helu Xiao, Tiantian Ren and Qianying Jin
| Year of publication: |
2019
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|---|---|
| Authors: | Zhou, Zhongbao ; Chen, Enming ; Xiao, Helu ; Ren, Tiantian ; Jin, Qianying |
| Published in: |
RAIRO / Operations research. - Les Ulis : EDP Sciences, ISSN 0399-0559, ZDB-ID 1481534-5. - Vol. 53.2019, 5, p. 1581-1600
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| Subject: | Fuzzy portfolio evaluation | possibilistic measures | diversification model | DEA | bootstrap re-sampling | Fuzzy-Set-Theorie | Fuzzy sets | Portfolio-Management | Portfolio selection | Data-Envelopment-Analyse | Data envelopment analysis | Performance-Messung | Performance measurement | Diversifikation | Diversification | Kapitaleinkommen | Capital income | Bootstrap-Verfahren | Bootstrap approach |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1051/ro/2019071 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012146030