Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (English)
- New search for: Kumar, P.
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- https://orcid.org/http://orcid.org/0000-0002-7035-3245
- New search for: Behera, Jyotirmayee
- New search for: Bhurjee, A. K.
- New search for: Kumar, P.
- Further information on Kumar, P.:
- https://orcid.org/http://orcid.org/0000-0002-7035-3245
- New search for: Behera, Jyotirmayee
- New search for: Bhurjee, A. K.
In:
OPSEARCH
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59
, 1
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41-77
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2022
- Article (Journal) / Electronic Resource
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Title:Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis
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Additional title:OPSEARCH
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Contributors:
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Published in:OPSEARCH ; 59, 1 ; 41-77
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Publisher:
- New search for: Springer India
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Place of publication:New Delhi
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Publication date:2022-03-01
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Size:37 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
- New search for: 90-08 / 90C90
- Further information on Mathematics Subject Classification
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Keywords:
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Table of contents – Volume 59, Issue 1
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Optimization of the number of maintenance crew in a manufacturing unitChakraborty, Ashis Kumar / Chattopadhyay, Ritwika / Kaur, Inder / Mittra, Sayaran et al. | 2022
- 20
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An analysis of uncertain situation and advance payment system on a double-storage fuzzy inventory modelRajeswari, S. / Sugapriya, C. / Nagarajan, D. et al. | 2022
- 41
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Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysisKumar, P. / Behera, Jyotirmayee / Bhurjee, A. K. et al. | 2022
- 78
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Two models of inventory system with stochastic demand and deteriorating items: case study of a local cheese factoryDhaiban, Ali Khaleel et al. | 2022
- 102
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An experimental study of newly proposed initial basic feasible solution methods for a transportation problemMathirajan, M. / Reddy, Sujan / Rani, M. Vimala et al. | 2022
- 146
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Optimization and neural modelling of infiltration rate in ultrasonic machiningKataria, Ravinder / Singh, Ravi Pratap / Alkawaz, M. H. / Jha, Kanishka et al. | 2022
- 166
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A Bayesian inference to estimate change point for traffic intensity in M/M/1 queueing modelSingh, Saroja Kumar / Acharya, Sarat Kumar et al. | 2022
- 207
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A multi-attributive ideal-real comparative analysis-based approach for piston material selectionChatterjee, Saikat / Chakraborty, Shankar et al. | 2022
- 229
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A Comparative Study on Replenishment Policies for Perishable Inventory System with Service Facility and Multiple Server VacationRadhamani, V. / Sivakumar, B. / Arivarignan, G. et al. | 2022
- 266
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A multi-objective optimization approach for selecting risk response actions: considering environmental and secondary risksParsaei Motamed, Mahsa / Bamdad, Shahrooz et al. | 2022
- 304
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Understanding transitions in professors’ evaluation: the application of Markov chainFlegl, Martin / Hlavatý, Robert et al. | 2022
- 324
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Study of project type and team structure in the Indian software outsourcing industryMishra, Debasisha / Ramkumar, M. et al. | 2022
- 350
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Chemical reaction optimization algorithm for machining parameter of abrasive water jet cuttingBhoi, Neeraj Kumar / Singh, Harpreet / Pratap, Saurabh / Jain, Pramod K. et al. | 2022
- 364
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A genetic algorithm for the retail shelf space allocation problem with virtual segmentsCzerniachowska, Kateryna et al. | 2022
- 413
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Compact ILP formulations for a class of solutions to berth allocation and quay crane scheduling problemsLalita, T. R. / Murthy, G. S. R. et al. | 2022