
In this chapter, we discuss portfolio optimization models with interval coefficients, where the expected return, risk and liquidity of assets are treated as interval numbers. In addition, some realistic constraints such as number of assets held in the portfolio and the maximal and minimal fractions of the capital allocated to the various assets are considered. We present optimization models for portfolio selection in respect of three types of investment strategies, namely, conservative strategy, aggressive strategy and combination strategy.
| selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 4 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Average | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Average | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Average |
