An interval portfolio selection problem based on regret function

European Journal of Operational Research

Volumn 170, Issue 1, 2006, Pages 253-264

  Giove, Silvio ^a   Funari, Stefania ^a   Nardelli, Carla ^b  

^a CA' FOSCARI UNIVERSITY OF VENICE   (Italy)

^b UNIVERSITY OF MESSINA   (Italy)

Author keywords

Interval analysis; Minimax regret; Portfolio selection; Uncertainty modelling

Indexed keywords

FUZZY SETS; MATHEMATICAL MODELS; MATHEMATICAL PROGRAMMING; PROBLEM SOLVING; RANDOM PROCESSES;

INTERVAL ANALYSIS; MINMAX REGRET; PORTFOLIO SELECTION; UNCERTAINTY MODELING;

OPERATIONS RESEARCH;

EID: 25844507380     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2004.05.030     Document Type: Article

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