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Modeling of linear uncertain portfolio selection with uncertain constraint and risk index.

Weiwei GuoWei-Guo ZhangZaiwu Gong
Published in: Fuzzy Optim. Decis. Mak. (2024)
Keyphrases
  • portfolio selection
  • decision making
  • portfolio optimization
  • portfolio management
  • chance constraints
  • risk management
  • multistage stochastic
  • neural network
  • game theory
  • robust optimization
  • risk measures