"Portfolio selection of uncertain random returns based on value at risk."

Yajuan Liu, Hamed Ahmadzade, Mehran Farahikia (2021)

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DOI: 10.1007/S00500-021-05623-6

access: closed

type: Journal Article

metadata version: 2021-04-07

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Yajuan Liu, Hamed Ahmadzade, Mehran Farahikia:
Portfolio selection of uncertain random returns based on value at risk. Soft Comput. 25(8): 6339-6346 (2021)

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