Portfolio selection under independent possibilistic information

Fuzzy Sets and Systems

Volumn 115, Issue 1, 2000, Pages 83-92

  Inuiguchi, Masahiro ^a   Tanino, Tetsuzo ^a  

^a OSAKA UNIVERSITY   (Japan)

Author keywords

Linear programming; Minimax regret; Necessity measure; Portfolio selection; Possibilistic programming

Indexed keywords

EID: 0002117320     PISSN: 01650114     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-0114(99)00026-3     Document Type: Article

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