The optimality of non-additive approaches for portfolio selection

Expert Systems with Applications

Volumn 38, Issue 10, 2011, Pages 12967-12973

  Magoč, Tanja ^a   Modave, Franois ^b  

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

^b CENTRAL WASHINGTON UNIVERSITY   (United States)

Author keywords

Choquet integral; Fuzzy integration; Optimal portfolio

Indexed keywords

ARTIFICIAL INTELLIGENCE TECHNIQUES; CHOQUET INTEGRAL; EXPECTED RETURN; FINANCE PROBLEMS; FULL DISCLOSURES; FUZZY APPROACH; FUZZY INTEGRATIONS; FUZZY METHODS; HIGH DIMENSIONALITY; MACHINE-LEARNING; MARKET FLUCTUATIONS; NON-ADDITIVE; OPTIMAL PORTFOLIOS; OPTIMALITY; PORTFOLIO SELECTION;

INTEGRAL EQUATIONS; OPTIMIZATION;

INTELLIGENT SYSTEMS;

EID: 79958020146     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2011.04.093     Document Type: Article

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