"Portfolio optimization in fuzzy asset management with coherent risk ..."

Yuji Yoshida (2020)

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DOI: 10.1007/S00521-018-3683-Y

access: closed

type: Journal Article

metadata version: 2020-09-10

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  - https://dblp.org/rec/journals/nca/Yoshida20
Yuji Yoshida:
Portfolio optimization in fuzzy asset management with coherent risk measures derived from risk averse utility. Neural Comput. Appl. 32(15): 10847-10857 (2020)

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