Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming

Journal of Computational and Applied Mathematics

Volumn 217, Issue 2, 2008, Pages 381-393

  Vercher, Enriqueta ^a  

^a UNIVERSITY OF VALENCIA   (Spain)

Author keywords

Downside risk function; Fuzzy mathematical programming; Fuzzy returns; Portfolio selection problem; Semi infinite programming

Indexed keywords

MATHEMATICAL MODELS; MATHEMATICAL PROGRAMMING; NUMBER THEORY; RISK MANAGEMENT;

DOWNSIDE RISK FUNCTIONS; FUZZY MATHEMATICAL PROGRAMMING; FUZZY RETURNS; PORTFOLIO SELECTION PROBLEMS; SEMIINFINITE PROGRAMMING;

FUZZY SETS;

EID: 43649102469     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cam.2007.02.017     Document Type: Article

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