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Volumn 4099 LNAI, Issue , 2006, Pages 701-710

Fuzzy genetic system for modelling investment portfolio

Author keywords

[No Author keywords available]

Indexed keywords

ADMINISTRATIVE DATA PROCESSING; FUZZY SETS; INVESTMENTS; MANAGERS; MATHEMATICAL MODELS; RISK ASSESSMENT; STATISTICAL METHODS;

EID: 33749546105     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/11801603_74     Document Type: Conference Paper
Times cited : (3)

References (15)
  • 2
    • 0000863801 scopus 로고
    • Mean-absolute deviation portfolio optimization model and its applications to Tokyo stock market
    • 1991
    • Konno, H. and H. Yamazaki (1991): "Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market", Management Science, 37 (1991).
    • (1991) Management Science , vol.37
    • Konno, H.1    Yamazaki, H.2
  • 3
    • 0033115630 scopus 로고    scopus 로고
    • Heuristic algorithms for the portfolio selection problem with minimum transaction lots
    • R. Mansini and M.G. Speranza, Heuristic algorithms for the portfolio selection problem with minimum transaction lots, European Journal of Operational Research 114. (1999).
    • (1999) European Journal of Operational Research , vol.114
    • Mansini, R.1    Speranza, M.G.2
  • 7
    • 0001262110 scopus 로고    scopus 로고
    • Fuzzy portfolio selection and its application to decision making
    • J. Watada, Fuzzy portfolio selection and its application to decision making. Tatra Mountains Mathematical publication 13 (1997) 219-248.
    • (1997) Tatra Mountains Mathematical Publication , vol.13 , pp. 219-248
    • Watada, J.1
  • 8
    • 0033114964 scopus 로고    scopus 로고
    • Portfolio selection based on upper and lower exponential possibility distributions
    • H.Tanaka and P.Guo. "Portfolio selection based on upper and lower exponential possibility distributions". European Journal on Operational Research, vol.114, (1999) 115-126.
    • (1999) European Journal on Operational Research , vol.114 , pp. 115-126
    • Tanaka, H.1    Guo, P.2
  • 9
    • 0346685676 scopus 로고    scopus 로고
    • Portfolio selection based on fuzzy probabilities and possibility distributions
    • Hideo Tanaka, Peijun Guo, I.Burhan Turksen. Portfolio selection based on fuzzy probabilities and possibility distributions. Fuzzy Sets and Systems, (2000)387-397
    • (2000) Fuzzy Sets and Systems , pp. 387-397
    • Tanaka, H.1    Guo, P.2    Turksen, I.B.3
  • 12
    • 0036903050 scopus 로고    scopus 로고
    • A class of linear interval programming problems and its application to portfolio selection
    • December
    • K.K.Lai, S.Y.Wang, J.P.Xu, S.S.Zhu and Y.Fang, "A class of Linear Interval Programming Problems and Its Application to Portfolio Selection". IEEE Transactions on Fuzzy Systems, Vol.10, No.6, pp.698-703, December, (2002).
    • (2002) IEEE Transactions on Fuzzy Systems , vol.10 , Issue.6 , pp. 698-703
    • Lai, K.K.1    Wang, S.Y.2    Xu, J.P.3    Zhu, S.S.4    Fang, Y.5


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.