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Modelling and constructing membership function for uncertain portfolio parameters: A credibilistic framework

Mathematical ProgrammingCredibilistic FrameworkPortfolio OptimizationAsset PricingMembership FunctionUncertainty QuantificationPortfolio SelectionManagementBusinessPortfolio ManagementPortfolio ChoiceFinancial EngineeringPortfolio AllocationUncertain Portfolio ParametersStatisticsFinanceQuantitative Management