Portfolio selection problems with random fuzzy variable returns

IEEE International Conference on Fuzzy Systems

Volumn , Issue , 2007, Pages

  Hasuike, Takashi ^a,b   Katagiri, Hideki ^c   Ishii, Hiroaki ^a,b  

^a IEEE

^b OSAKA UNIVERSITY   (Japan)

^c HIROSHIMA UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

CLUSTER ANALYSIS; FUZZY LOGIC; FUZZY SETS; FUZZY SYSTEMS; MATHEMATICAL PROGRAMMING; NONLINEAR PROGRAMMING; RANDOM VARIABLES;

FUZZY PORTFOLIO SELECTION; FUZZY RANDOM VARIABLES; GLOBAL OPTIMAL SOLUTIONS; INTERNATIONAL CONFERENCES; NONLINEAR PROGRAMMING PROBLEM; PORTFOLIO SELECTION PROBLEMS; RANDOM-FUZZY VARIABLES; SOLUTION METHODS;

RANDOM PROCESSES;

EID: 50249126093     PISSN: 10987584     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/FUZZY.2007.4295402     Document Type: Conference Paper

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