A downside risk approach for the portfolio selection problem with fuzzy returns
Year of publication: |
2004
|
---|---|
Authors: | León, Teresa ; Liern, Vicente ; Marco, Paulina ; Segura, José Vicente ; Vercher, Enriqueta |
Published in: |
Fuzzy economic review : the review of the International Association for Fuzzy-Set Management and Economy. - Reus, ISSN 1136-0593, ZDB-ID 2097221-0. - Vol. 9.2004, 1, p. 61-77
|
Subject: | Portfolio-Management | Portfolio selection | Fuzzy-Set-Theorie | Fuzzy sets | Kapitaleinkommen | Capital income | Mathematische Optimierung | Mathematical programming |
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