Fuzzy portfolio selection problem under uncertain exit time

IEEE International Conference on Fuzzy Systems

Volumn , Issue , 2009, Pages 550-554

  Chen, Wei ^a   Tan, Shaohua ^a  

^a PEKING UNIVERSITY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

ASSET PRICES; EXIT TIME; FUZZY NUMBERS; MARKOWITZ; NUMERICAL EXAMPLE; PORTFOLIO SELECTION; PORTFOLIO SELECTION PROBLEMS; POSSIBILISTIC; POSSIBILISTIC ANALYSIS; POSSIBILISTIC MEAN; PRACTICAL ISSUES; TIME HORIZONS;

FUZZY SETS; FUZZY SYSTEMS;

UNCERTAINTY ANALYSIS;

EID: 71249090801     PISSN: 10987584     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/FUZZY.2009.5277181     Document Type: Conference Paper

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