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Quasi-efficient frontier of the minimum risk portfolio with α = 0.6 (the righthand arm of the parabola)
Source publication
The paper describes the methods for constructing a quasi-efficient frontier of minimum risk portfolio under conditions of hybrid uncertainty with allowed short sales. Investor’s acceptable level of expected return is defined in crisp and fuzzy forms. Obtained results are illustrated on a model example. The dependence of the quasi-efficient frontier...
