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Model of a minimal risk portfolio under hybrid uncertainty Cover

Model of a minimal risk portfolio under hybrid uncertainty

Control and Cybernetics
Volume 50 (2021): Issue 2 (June 2021)
By: Alexander V. Yazenin and  Ilia S. Soldatenko  
Open Access
|Jun 2022

Authors

Alexander V. Yazenin

Tver State University, Tver, Russia

Ilia S. Soldatenko

Tver State University, Tver, Russia
DOI: https://doi.org/10.2478/candc-2021-0016 | Journal eISSN: 2720-4278 | Journal ISSN: 0324-8569
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Language: English
Page range: 315 - 333
Submitted on: Sep 1, 2020
Accepted on: Feb 1, 2021
Published on: Jun 28, 2022
Published by: Systems Research Institute Polish Academy of Sciences
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year
Keywords:
minimum risk portfolio,
hybrid uncertainty,
possibility,
necessity,
strongest -norm,
weakest -norm,
fuzzy random variable
Related subjects:
Computer sciences,
Computer sciences, other,
Engineering,
Electrical engineering,
Fundamentals of electrical engineering,
Mechanical engineering,
Fundamentals of mechanical engineering,
Mathematics,
General mathematics

© 2022 Alexander V. Yazenin, Ilia S. Soldatenko, published by Systems Research Institute Polish Academy of Sciences
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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