Mean-risk model for uncertain portfolio selection
Author:
Publisher
Springer Science and Business Media LLC
Subject
Artificial Intelligence,Logic,Software
Link
http://link.springer.com/content/pdf/10.1007/s10700-010-9094-x.pdf
Reference32 articles.
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3. Chen X. W., Liu B. (2010) Existence and uniqueness theorem for uncertain differential equations. Fuzzy Optimization and Decision Making 9: 69–81
4. 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
5. Gao X. (2009) Some properties of continuous uncertain measure. International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 17: 419–426
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