On the Quasi-Efficient Frontier of the Set of Optimal Portfolios Under Hybrid Uncertainty with Short Sales Allowed-Reference-Cited by-同舟云学术

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On the Quasi-Efficient Frontier of the Set of Optimal Portfolios Under Hybrid Uncertainty with Short Sales Allowed

Published:2023 Issue: Volume: Page:269-280
ISSN:2367-3370
Container-title:Uncertainty and Imprecision in Decision Making and Decision Support - New Advances, Challenges, and Perspectives
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Author:

Rogonov Stepan A.,Soldatenko Ilia S.^ORCID,Yazenin Alexander V.^ORCID

Publisher

Springer Nature Switzerland

Link

https://link.springer.com/content/pdf/10.1007/978-3-031-45069-3_25

Reference31 articles.

1. Markowitz, H.: Portfolio selection. J. Finan. 7(1), 77–91 (1952). https://doi.org/10.2307/2975974

2. Markowitz, H.: Portfolio Selection: Efficient Diversification of Investments. Wiley, New York (1959)

3. Zadeh, L.A.: Fuzzy sets. Inf. Control 8, 338–353 (1965)

4. Zadeh, L.A.: Fuzzy sets as a basis for a theory of possibility. Fuzzy Sets Syst. 1, 3–28 (1978)

5. Nahmias, S.: Fuzzy variables. Fuzzy Sets Syst. 1, 97–110 (1978)

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