Risk curve and fuzzy portfolio selection

Computers and Mathematics with Applications

Volumn 55, Issue 6, 2008, Pages 1102-1112

  Huang, Xiaoxia ^a  

^a UNIVERSITY OF SCIENCE AND TECHNOLOGY BEIJING   (China)

Author keywords

Fuzzy portfolio selection; Fuzzy programming; Mean risk curve model; Optimization; Risk

Indexed keywords

ALGORITHMS; CURVE FITTING; MATHEMATICAL MODELS; NUMERICAL METHODS; OPTIMIZATION; PROBLEM SOLVING; RISK ANALYSIS; STOCHASTIC CONTROL SYSTEMS;

FUZZY PORTFOLIO SELECTION; FUZZY PROGRAMMING; HYBRID INTELLIGENT ALGORITHMS; MEAN RISK CURVE MODELS;

FUZZY SETS;

EID: 38849150991     PISSN: 08981221     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.camwa.2007.06.019     Document Type: Article

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