Fuzzy portfolio optimization model under real constraints
Year of publication: |
2013
|
---|---|
Authors: | Liu, Yong-jun ; Zhang, Wei-guo |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 704-711
|
Subject: | Portfolio selection | Fuzzy number | Real constraints | Multi-objective optimization | Genetic algorithm | Portfolio-Management | Mathematische Optimierung | Mathematical programming | Fuzzy-Set-Theorie | Fuzzy sets | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Experiment |
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