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

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

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
Accepted on: Dec 1, 2022
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,
possibility,
necessity,
quasi-efficient solutions,
minimum risk portfolio frontier,
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

© 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.

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