A random-fuzzy portfolio selection DEA model using value-at-risk and conditional value-at-risk
R. Khanjani Shiraz, M. Tavana, H. Fukuyama, Soft Computing 24 (2020) 17167–17186.
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Journal Article
| Published
| English
Author
Khanjani Shiraz, Rashed;
Tavana, MadjidLibreCat;
Fukuyama, Hirofumi
Publishing Year
Journal Title
Soft Computing
Volume
24
Issue
22
Page
17167-17186
LibreCat-ID
Cite this
Khanjani Shiraz R, Tavana M, Fukuyama H. A random-fuzzy portfolio selection DEA model using value-at-risk and conditional value-at-risk. Soft Computing. 2020;24(22):17167-17186. doi:10.1007/s00500-020-05010-7
Khanjani Shiraz, R., Tavana, M., & Fukuyama, H. (2020). A random-fuzzy portfolio selection DEA model using value-at-risk and conditional value-at-risk. Soft Computing, 24(22), 17167–17186. https://doi.org/10.1007/s00500-020-05010-7
@article{Khanjani Shiraz_Tavana_Fukuyama_2020, title={A random-fuzzy portfolio selection DEA model using value-at-risk and conditional value-at-risk}, volume={24}, DOI={10.1007/s00500-020-05010-7}, number={22}, journal={Soft Computing}, publisher={Springer Science and Business Media LLC}, author={Khanjani Shiraz, Rashed and Tavana, Madjid and Fukuyama, Hirofumi}, year={2020}, pages={17167–17186} }
Khanjani Shiraz, Rashed, Madjid Tavana, and Hirofumi Fukuyama. “A Random-Fuzzy Portfolio Selection DEA Model Using Value-at-Risk and Conditional Value-at-Risk.” Soft Computing 24, no. 22 (2020): 17167–86. https://doi.org/10.1007/s00500-020-05010-7.
R. Khanjani Shiraz, M. Tavana, and H. Fukuyama, “A random-fuzzy portfolio selection DEA model using value-at-risk and conditional value-at-risk,” Soft Computing, vol. 24, no. 22, pp. 17167–17186, 2020, doi: 10.1007/s00500-020-05010-7.
Khanjani Shiraz, Rashed, et al. “A Random-Fuzzy Portfolio Selection DEA Model Using Value-at-Risk and Conditional Value-at-Risk.” Soft Computing, vol. 24, no. 22, Springer Science and Business Media LLC, 2020, pp. 17167–86, doi:10.1007/s00500-020-05010-7.
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