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Generalized mean semi-absolute deviation model of portfolio selection based on uncertainty theory.

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Title: Generalized mean semi-absolute deviation model of portfolio selection based on uncertainty theory.
Authors: Chhatri, Sanjoy1, chhatrisanjoy54321@gmail.com, Bhattacharya, Debasish1, debasish.math2018@gmail.com, Das, Birojit2, dasbirojit@gmail.com
Source: Fuzzy Optimization & Decision Making; Sep2025, Vol. 24 Issue 3, p431-456, 26p
Database: Applied Science & Technology Source
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Header DbId: aci
DbLabel: Applied Science & Technology Source
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PubType: Academic Journal
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      – Type: doi
        Value: 10.1007/s10700-025-09452-2
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      – Code: eng
        Text: English
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        PageCount: 26
        StartPage: 431
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      – TitleFull: Generalized mean semi-absolute deviation model of portfolio selection based on uncertainty theory.
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            NameFull: Bhattacharya, Debasish
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            – D: 01
              M: 09
              Text: Sep2025
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              Y: 2025
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