Portfolio selection problems with random fuzzy variable returns

Fuzzy Sets and Systems

Volumn 160, Issue 18, 2009, Pages 2579-2596

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

^a OSAKA UNIVERSITY   (Japan)

^b HIROSHIMA UNIVERSITY   (Japan)

Author keywords

Chance constraint; Nonlinear programming; Portfolio selection problem; Random fuzzy programming

Indexed keywords

BASIC MODELS; CHANCE CONSTRAINT; EXPECTED RETURN; FUZZY GOAL; FUZZY PROGRAMMING; GLOBAL OPTIMAL SOLUTIONS; NONLINEAR PROGRAMMING PROBLEM; NUMERICAL EXAMPLE; PORTFOLIO SELECTION PROBLEM; PORTFOLIO SELECTION PROBLEMS; POSSIBILITY MEASURE; QUADRATIC PROGRAMMING PROBLEMS; RANDOM FUZZY PROGRAMMING; RANDOM FUZZY VARIABLE; SOLUTION METHODS;

COMPUTER SOFTWARE SELECTION AND EVALUATION; DYNAMIC PROGRAMMING; FUZZY SETS; NONLINEAR PROGRAMMING; NUMERICAL METHODS; OPTIMIZATION; RANDOM VARIABLES;

PROBLEM SOLVING;

EID: 67651061358     PISSN: 01650114     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.fss.2008.11.010     Document Type: Article

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