A risk index model for portfolio selection with returns subject to experts’ estimations
Author:
Publisher
Springer Science and Business Media LLC
Subject
Artificial Intelligence,Logic,Software
Link
http://link.springer.com/content/pdf/10.1007/s10700-012-9125-x.pdf
Reference26 articles.
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3. Carlsson C., Fullér R., Majlender P. (2002) A possibilistic approach to selecting portfolios with highest utility score. Fuzzy Sets and Systems 131: 13–21
4. Chen X. W., Liu B. (2010) Existence and uniqueness theorem for uncertain differential equations. Fuzzy Optimization and Decision Making 9: 69–81
5. Corazza M., Favaretto D. (2007) On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem. European Journal of Operational Research 176: 1947–1960
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