Mean-semivariance models for fuzzy portfolio selection

Journal of Computational and Applied Mathematics

Volumn 217, Issue 1, 2008, Pages 1-8

  Huang, Xiaoxia ^a  

^a UNIVERSITY OF SCIENCE AND TECHNOLOGY BEIJING   (China)

Author keywords

Fuzzy portfolio selection; Fuzzy programming; Mean semivariance model; Optimization; Semivariance

Indexed keywords

GENETIC ALGORITHMS; MATHEMATICAL MODELS; MATHEMATICAL PROGRAMMING; NUMERICAL METHODS;

FUZZY PORTFOLIO SELECTION; MEAN-SEMIVARIANCE MODELS; SEMIVARIANCE;

FUZZY CONTROL;

EID: 43049145033     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cam.2007.06.009     Document Type: Article

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