An approach to the problem of portfolio selection
T. Lorenzana, N. Márquez, S. Sardà . Universitat Rovira i Virgili
- Fuzzy Economic Review: Volume I, Number 1. May 1996
- DOI: 10.25102/fer.1996.01.07
In this study we attempt to model a classical problem in the literature of finance, giving a different meaning to the notion of risk. When selecting portfolios, as in all decision making processes, risk is a determining factor and it is included in classical models using statistical parameters. Our aim…
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