Open AccessA method for minimum risk portfolio optimization under hybrid uncertainty
Author(s) -
Yu. E. Egorova,
Alexandr Yazenin
Publication year - 2018
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/973/1/012033
Subject(s) - portfolio , portfolio optimization , mathematical optimization , fuzzy logic , post modern portfolio theory , profitability index , construct (python library) , computer science , mathematics , value at risk , variance (accounting) , econometrics , actuarial science , replicating portfolio , risk management , economics , financial economics , finance , artificial intelligence , accounting , programming language