Possibilistic mean–variance portfolios versus probabilistic ones: the winner is..
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DOI: 10.1007/s10203-019-00234-1
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More about this item
Keywords
Mean–variance portfolio selection modeling; Possibilistic mean; variance and covariance à la Carlsson–Fullér–Majlender; Lower and upper possibilistic means; variances and covariances; Comparison;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
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