✦ LIBER ✦

Probability maximization models for portfolio selection under ambiguity

✍ Scribed by Takashi Hasuike; Hiroaki Ishii

Book ID: 106274022
Publisher: Springer-Verlag
Year: 2009
Tongue: English
Weight: 261 KB
Volume: 17
Category: Article
ISSN: 1435-246X
DOI: 10.1007/s10100-008-0082-y

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Minimizing loss probability bounds for p

Minimizing loss probability bounds for portfolio selection

✍ Jun-ya Gotoh; Akiko Takeda 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 470 KB

Mean-semivariance models for fuzzy portf

Mean-semivariance models for fuzzy portfolio selection

✍ Xiaoxia Huang 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 158 KB

This paper discusses portfolio selection problem in fuzzy environment. In the paper, semivariance is originally presented for fuzzy variable, and three properties of the semivariance are proven. Based on the concept of semivariance of fuzzy variable, two fuzzy mean-semivariance models are proposed.

Robust portfolio optimization with a gen

Robust portfolio optimization with a generalized expected utility model under ambiguity

✍ Xiaoxian Ma; Qingzhen Zhao; Jilin Qu 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 199 KB

Minimax mean-variance models for fuzzy p

Minimax mean-variance models for fuzzy portfolio selection

✍ Xiaoxia Huang 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 457 KB

Optimal dynamic portfolio selection for

Optimal dynamic portfolio selection for projects under a competence development model

✍ Walter J. Gutjahr 📂 Article 📅 2009 🏛 Springer 🌐 German ⚖ 367 KB

Mean–variance models for portfolio selec

Mean–variance models for portfolio selection subject to experts’ estimations

✍ Xiaoxia Huang 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 281 KB