Building a fuzzy multi-objective portfolio selection model with distinct risk measurements

IEEE International Conference on Fuzzy Systems

Volumn , Issue , 2011, Pages 1096-1102

  Li, You ^a   Wang, Bo ^a   Watada, Junzo ^a  

^a WASEDA UNIVERSITY   (Japan)

Author keywords

Fuzzy multi objective portfolio selection model; fuzzy simulation; fuzzy Value at Risk; fuzzy variable; improved particle swarm optimization

Indexed keywords

FUZZY SIMULATION; FUZZY VARIABLE; IMPROVED PARTICLE SWARM OPTIMIZATION; PORTFOLIO SELECTION MODELS; VALUE AT RISK;

ALGORITHMS; COMPUTER SIMULATION; FUZZY SYSTEMS; MODELS; MULTIOBJECTIVE OPTIMIZATION; PARTICLE SWARM OPTIMIZATION (PSO); REACTIVE POWER; RISKS; VALUE ENGINEERING;

MATHEMATICAL MODELS;

EID: 80053067687     PISSN: 10987584     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/FUZZY.2011.6007314     Document Type: Conference Paper

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