Work

Modelling and constructing membership function for uncertain portfolio parameters: A credibilistic framework

Year: 2016

Type: article

Source: Expert Systems with Applications

DOI: 10.1016/j.eswa.2016.11.014

Authors: Hemant Jalota, Manoj Thakur, Garima Mittal

Institutions: Indian Institute of Technology Mandi, Indian Institute of Management Lucknow

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2553445305

FWCI: 6.208

Cites: 55

Cited by: 43

Related to: 10