Portfolio selection under uncertainty by the ordered modular average operator
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DOI: 10.1007/s10700-018-9295-2
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- Kocherlakota Satya Pritam & Trilok Mathur & Shivi Agarwal & Sanjoy Kumar Paul & Ahmed Mulla, 2022. "A novel methodology for perception-based portfolio management," Annals of Operations Research, Springer, vol. 315(2), pages 1107-1133, August.
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Keywords
Aggregation operator; Portfolio selection; The mean-variance model; The ordered modular averages; The ordered weighted averages;All these keywords.
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