Li, Xiang; Shou, Biying; Qin, Zhongfeng - In: European Journal of Operational Research 218 (2012) 2, pp. 484-492
Fuzzy portfolio selection has been widely studied within the framework of the credibility theory. However, all existing models provide only concentrated investment solutions, which contradicts the risk diversification concept in the classical portfolio selection theory. In this paper, we propose...