Fuzzy possibilistic portfolio selection model with VaR constraint and risk-free investment
Year of publication: |
2013
|
---|---|
Authors: | Li, Ting ; Zhang, Weiguo ; Xu, Weijun |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 31.2013, C, p. 12-17
|
Publisher: |
Elsevier |
Subject: | Fuzzy number | Value at risk | Possibilistic mean | Possibilistic variance | Portfolio |
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