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	Fuzzy possibilistic portfolio selection model with VaR constraint and risk-free investment
	Li, Ting[1,2]; Zhang, Weiguo[1]; Xu, Weijun[1]
刊名	ECONOMIC MODELLING
	2013
卷号	31页码:12-17
关键词	Fuzzy number Value at risk Possibilistic mean Possibilistic variance Portfolio
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/2222189
专题	华南理工大学
作者单位	1.[1]S China Univ Technol, Sch Business Adm, Inst Govt Decis Making & Performance Evaluat, Guangzhou 510640, Guangdong, Peoples R China 2.[2]Ningxia Univ, Sch Math & Comp Sci, Ningxia 750021, Peoples R China
推荐引用方式 GB/T 7714	Li, Ting[1,2],Zhang, Weiguo[1],Xu, Weijun[1]. Fuzzy possibilistic portfolio selection model with VaR constraint and risk-free investment[J]. ECONOMIC MODELLING,2013,31:12-17.
APA	Li, Ting[1,2],Zhang, Weiguo[1],&Xu, Weijun[1].(2013).Fuzzy possibilistic portfolio selection model with VaR constraint and risk-free investment.ECONOMIC MODELLING,31,12-17.
MLA	Li, Ting[1,2],et al."Fuzzy possibilistic portfolio selection model with VaR constraint and risk-free investment".ECONOMIC MODELLING 31(2013):12-17.

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