Fuzzy portfolio optimization a quadratic programming approach

Chaos, Solitons and Fractals

Volumn 18, Issue 5, 2003, Pages 1045-1054

  Ammar, E ^a   Khalifa, H A ^b  

^a Tanta University   (Egypt)

^b TANTA UNIVERSITY   (Egypt)

Author keywords

[No Author keywords available]

Indexed keywords

OPTIMIZATION; PROBLEM SOLVING; QUADRATIC PROGRAMMING;

FUZZY PORTFOLIO OPTIMIZATION;

FUZZY SETS;

EID: 0037562797     PISSN: 09600779     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0960-0779(03)00071-7     Document Type: Article

References (10)

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