Fuzzy portfolio selection using stochastic correlation
Gumsong Jo, Hyokil Kim, Hoyong Kim, Gyongho Ri
Year of publication: |
2024
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Authors: | Jo, Gumsong ; Kim, Hyokil ; Kim, Hoyong ; Ri, Gyongho |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 63.2024, 4, p. 1493-1509
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Subject: | Fuzzy portfolio selection | Stochastic correlation | Credibility measure | Possibility measure | Efcient frontier | Portfolio-Management | Portfolio selection | Fuzzy-Set-Theorie | Fuzzy sets | Stochastischer Prozess | Stochastic process | Korrelation | Correlation |
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