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FSKD
2006
Springer
203views Fuzzy Logic» more  FSKD 2006»
13 years 9 months ago
An Interval Semi-absolute Deviation Model For Portfolio Selection
Interval number is a kind of special fuzzy number and the interval approach is a good method to deal with some uncertainty. The semi-absolute deviation risk function is extended to...
Yong Fang, Shouyang Wang