Selecting portfolios given multiple eurostoxx-based uncertainty scenarios: A stochastic goal programming approach from fuzzy betas

  1. Ballestero, E.
  2. Pérez-Gladish, B.
  3. Arenas-Parra, M.
  4. Bilbao-Terol, A.
Journal:
INFOR

ISSN: 0315-5986

Year of publication: 2009

Volume: 47

Issue: 1

Pages: 59-70

Type: Article

DOI: 10.3138/INFOR.47.1.59 GOOGLE SCHOLAR