Fuzzy portfolio selection problem

Proceedings of the IEEE International Conference on Systems, Man and Cybernetics

Volumn 3, Issue , 1999, Pages

  Katagiri, H ^a   Ishii, H ^a  

^a OSAKA UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

DETERMINISTIC EQUIVALENT PROBLEM; PORTFOLIO SELECTION PROBLEM; POSSIBILITY THEORY; RATE OF RETURN; STOCHASTIC PROGRAMMING;

ALGORITHMS; DECISION MAKING; FINANCE; MATHEMATICAL MODELS; NONLINEAR PROGRAMMING; RANDOM PROCESSES;

FUZZY SETS;

EID: 0033340565     PISSN: 08843627     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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