Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis

OPSEARCH ◽  
2021 ◽  
Author(s):  
P. Kumar ◽  
Jyotirmayee Behera ◽  
A. K. Bhurjee
Keyword(s):  
Portfolio Selection ◽  
Interval Analysis ◽  
Random Parameter ◽  
Selection Model ◽  
Portfolio Selection Model

scholarly journals A note on the integrability of the classical portfolio selection model

2010 ◽  
Vol 23 (9) ◽  
pp. 1114-1119 ◽  
Author(s):  
V. Naicker ◽  
J.G. O’Hara ◽  
P.G.L. Leach
Keyword(s):  
Portfolio Selection ◽  
Selection Model ◽  
Portfolio Selection Model
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