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SSRNPortfolio & Allocation

Portfolio Management with Fuzzy Measures

A new portfolio selection process based on fuzzy integral and measure theories has been introduced, providing a fresh take on traditional portfolio theory.

Featured in No. 76 on 27 Nov 2024 · 4 days after release

Released
23 Nov 2024
First featured
No. 76 · 27 Nov 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
3
Identifier
SSRN 5031669

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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