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On the quasi-efficient frontier of the set of optimal portfolios under hybrid uncertainty with short sales allowed.

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Bibliographic Details
Title: On the quasi-efficient frontier of the set of optimal portfolios under hybrid uncertainty with short sales allowed.
Authors: Rogonov, Stepan A.1, Soldatenko, Ilia S.1, Yazenin, Alexander V.1
Source: Control & Cybernetics; Dec2022, Vol. 51 Issue 4, p445-466, 22p
Database: Applied Science & Technology Source
Description
ISSN:03248569
DOI:10.2478/candc-2022-0024