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"Multi-period portfolio optimization based on credibilistic lower and upper ..."

Xiu Jin, He Li, Yuting Hou (2023)

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DOI: 10.3233/JIFS-224517

access: closed

type: Journal Article

metadata version: 2023-08-31

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Xiu Jin, He Li, Yuting Hou:
Multi-period portfolio optimization based on credibilistic lower and upper VaR ratios. J. Intell. Fuzzy Syst. 45(3): 4825-4845 (2023)

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