Robust-based interactive portfolio selection problems with an uncertainty set of returns
Year of publication: |
2013
|
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Authors: | Hasuike, Takashi ; Katagiri, Hideki |
Published in: |
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1568-4539, ZDB-ID 2167798-0. - Vol. 12.2013, 3, p. 263-288
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Subject: | Portfolio selection problem | Uncertainty set | Robust programming | Fuzzy goal | Interactive fuzzy satisficing method | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Fuzzy-Set-Theorie | Fuzzy sets | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Entscheidung unter Unsicherheit | Decision under uncertainty | Risiko | Risk | Experiment |
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