Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns - Qin, Zhongfeng (European journal of operational research, 2015)
Keywords: Mean-variance model; Optimization algorithms; Portfolio management; Portfolio optimization; Random variables; Rates of return; Studies; Uncertain measure; Uncertain variable; Uncertainty; Uncertainty modeling; Portfolio optimization; Uncertain variable; Mean-variance model; Uncertainty modeling; Uncertain measure