Open AccessConstruction of a quasi-efficient frontier of a set of optimal portfolios under conditions of hybrid uncertainty with allowed short sales
Author(s) -
Степан Алексеевич Рогонов,
Илья Сергеевич Солдатенко,
Арина Александровна Шмелева
Publication year - 2022
Publication title -
fuzzy systems and soft computing
Language(s) - English
Resource type - Journals
ISSN - 1819-4362
DOI - 10.26456/fssc88
Subject(s) - efficient frontier , frontier , portfolio , set (abstract data type) , alpha (finance) , value (mathematics) , fuzzy logic , modern portfolio theory , econometrics , mathematical optimization , mathematics , computer science , economics , financial economics , statistics , artificial intelligence , geography , construct validity , archaeology , programming language , psychometrics
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