Portfolio optimization in fuzzy asset management with coherent risk measures derived from risk averse utility
Crossref DOI link: https://doi.org/10.1007/s00521-018-3683-y
Published Online: 2018-08-17
Published Print: 2020-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Yoshida, Yuji
Text and Data Mining valid from 2018-08-17
Version of Record valid from 2018-08-17
Article History
Received: 22 March 2018
Accepted: 9 August 2018
First Online: 17 August 2018