Sciweavers

EUSFLAT
2009
175views Fuzzy Logic» more  EUSFLAT 2009»
13 years 9 months ago
The Minimization of the Risk of Falling in Portfolios under Uncertainty
Abstract-- A portfolio model to minimize the risk of falling under uncertainty is discussed. The risk of falling is represented by the value-at-risk of rate of return. Introducing ...
Yuji Yoshida