Robust-based interactive portfolio selection problems with an uncertainty set of returns
Takashi Hasuike; Hideki Katagiri
| Year of publication: |
2013
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|---|---|
| Authors: | Hasuike, Takashi ; Katagiri, Hideki |
| Published in: |
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1568-4539, ZDB-ID 2167798-0. - Vol. 12.2013, 3, p. 263-288
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| Subject: | Portfolio selection problem | Uncertainty set | Robust programming | Fuzzy goal | Interactive fuzzy satisficing method | Portfolio-Management | Portfolio selection | Fuzzy-Set-Theorie | Fuzzy sets | Mathematische Optimierung | Mathematical programming | Entscheidung unter Unsicherheit | Decision under uncertainty | Risiko | Risk | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
| 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://ebvufind01.dmz1.zbw.eu/10010232691