Application of fuzzy measures and interval computation to financial portfolio selection

International Journal of Intelligent Systems

Volumn 25, Issue 7, 2010, Pages 621-635

  Magoč, Tanja ^a   Wang, Xiaojing ^a   Modave, François ^b  

^a University of Texas at El Paso   (United States)

^b Central Washington University Ellensburg   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

CONSTRAINED OPTIMIZATION; FUZZY SYSTEMS; INTELLIGENT SYSTEMS;

COMPUTATIONAL POWER; CONSTRAINED OPTIMI-ZATION PROBLEMS; DECISION-MAKING PROBLEM; DECISION-THEORETIC; FINANCIAL PORTFOLIO; FUZZY MEASURES; INTERVAL COMPUTATIONS; OPTIMAL PORTFOLIO SELECTION;

FINANCE;

EID: 77954559575     PISSN: 08848173     EISSN: 1098111X     Source Type: Journal    
DOI: 10.1002/int.20415     Document Type: Article

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