Showing 1 - 3 of 3
Estimation errors or uncertainities in expected return and risk measures create difficulties for portfolio optimization. The literature deals with the uncertainty using stochastic, fuzzy or probability programming. This paper proposes a new approach to treating uncertainty. By assuming that the...
Persistent link: https://www.econbiz.de/10011269163
Persistent link: https://www.econbiz.de/10012484198
Persistent link: https://www.econbiz.de/10012484314