Portfolio selection based on upper and lower exponential possibility distributions

European Journal of Operational Research

Volumn 114, Issue 1, 1999, Pages 115-126

  Tanaka, Hideo ^a   Guo, Peijun ^a  

^a Osaka Prefecture University   (Japan)

Author keywords

Fuzzy set; Investment analysis; Possibility distribution; Possibility portfolio; Quadratic programming

Indexed keywords

ALGORITHMS; FINANCE; KNOWLEDGE ENGINEERING; PROBABILITY DISTRIBUTIONS; QUADRATIC PROGRAMMING;

INVESTMENT ANALYSIS; PORTFOLIO SELECTION MODEL; POSSIBILITY DISTRIBUTION;

FUZZY SETS;

EID: 0033114964     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-2217(98)00033-2     Document Type: Article

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