Experton Approach to Vague Information in Portfolio Selection Problem With Many Views

doi 10.2991/eusflat-19.2019.22
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Atlantis Press

Related search

Stochastic Portfolio Selection Problem With Reliability Criteria

Discrete Dynamics in Nature and Society
ModelingSimulation
2016English

Project Portfolio Selection Problem With Exponential Synergistic Effects

Journal of Project Management
2019English

A Parametric Sharpe Ratio Optimization Approach for Fuzzy Portfolio Selection Problem

Mathematical Problems in Engineering
MathematicsEngineering
2017English

A Portfolio Theory Approach to Software Vendor Selection

Studies in Informatics and Control
Electronic EngineeringElectricalComputer Science
2015English

Robust Portfolio Selection Problem Under Temperature Uncertainty

European Journal of Operational Research
Information SystemsSimulationManagement ScienceManagementComputer ScienceModelingOperations Research
2017English

A Benchmark Approach to Portfolio Optimization Under Partial Information

Asia-Pacific Financial Markets
Finance
2007English

Continuous-Time Mean-Variance Portfolio Selection Problem With Ho-Lee Stochastic Interest Rates

2017English

Portfolio Selection With Heavy Tails

Journal of Empirical Finance
EconomicsFinanceEconometrics
2007English

Ambiguity in Portfolio Selection

Quantitative Finance
EconomicsEconometricsFinance
2007English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy