Fuzzy compromise programming for portfolio selection

Applied Mathematics and Computation

Volumn 173, Issue 1, 2006, Pages 251-264

  Bilbao Terol, Amelia ^a   Pérez Gladish, Blanca ^a   Arenas Parra, Mar ^a   Rodríguez Uría, Maria Victoria ^a  

^a UNIVERSITY OF OVIEDO   (Spain)

Author keywords

Discrepancy between fuzzy numbers; Fuzzy compromise programming; Fuzzy sets; Portfolio selection

Indexed keywords

COMPUTATION THEORY; FUZZY SETS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; PROBLEM SOLVING; STATISTICAL METHODS;

CANONICAL REPRESENTATION; DISCREPANCY BETWEEN FUZZY NUMBERS; FUZZY COMPROMISE PROGRAMMING; PORTFOLIO SELECTIONS;

MATHEMATICAL PROGRAMMING;

EID: 32144449929     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2005.04.003     Document Type: Article

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