On the quasi-efficient frontier of the set of optimal portfolios under hybrid uncertainty with short sales allowed Cover

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On the quasi-efficient frontier of the set of optimal portfolios under hybrid uncertainty with short sales allowed

Control and Cybernetics

Volume 51 (2022): Issue 4 (December 2022)

By: Stepan A. Rogonov, Ilia S. Soldatenko and Alexander V. Yazenin

Open Access

|Feb 2024

Authors

Stepan A. Rogonov

Tver State University, Russia

Ilia S. Soldatenko

Tver State University, Russia

Alexander V. Yazenin

Tver State University, Russia

DOI: https://doi.org/10.2478/candc-2022-0024 | Journal eISSN: 2720-4278 | Journal ISSN: 0324-8569

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Language: English

Page range: 445 - 466

Submitted on: Oct 1, 2022

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Accepted on: Dec 1, 2022

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Published on: Feb 24, 2024

Published by: Systems Research Institute Polish Academy of Sciences

In partnership with: Paradigm Publishing Services

Publication frequency: 4 issues per year

Keywords:

portfolio selection model,

hybrid uncertainty,

quasi-efficient solutions,

minimum risk portfolio frontier,

fuzzy random variable

Related subjects:

Computer sciences,

Computer sciences, other,

Electrical engineering,

Fundamentals of electrical engineering,

Mechanical engineering,

Fundamentals of mechanical engineering,

General mathematics

© 2024 Stepan A. Rogonov, Ilia S. Soldatenko, Alexander V. Yazenin, published by Systems Research Institute Polish Academy of Sciences
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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