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Keywords: Hesitant VaR
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Journal Articles
A novel probabilistic hesitant fuzzy portfolio selection model with value-at-risk and safety level of score
Available to Purchase
Journal:
Engineering Computations
Engineering Computations (2021) 38 (5): 2137–2162.
Published: 12 October 2020
...-use rights only Extreme big loss Fuzzy portfolio selection model Hesitant VaR Probabilistic hesitant fuzzy set Safety level of score Markowitz (1952) developed the classical mean-variance portfolio model, in which the mean and variance are used to describe the return and risk...
