Multi-objective portfolio selection model with fuzzy random returns and a compromise approach-based genetic algorithm

Information Sciences

Volumn 220, Issue , 2013, Pages 507-521

  Li, Jun ^a   Xu, Jiuping ^b  

^a UNIVERSITY OF ELECTRONIC SCIENCE AND TECHNOLOGY OF CHINA   (China)

^b SICHUAN UNIVERSITY   (China)

Author keywords

Compromise solution; Fuzzy random variable; Genetic algorithms; Multi objective programming; Portfolio selection

Indexed keywords

COMPROMISE SOLUTIONS; FUZZY RANDOM; FUZZY RANDOM VARIABLE; HISTORICAL DATA; INDIVIDUAL PREFERENCE; MULTI OBJECTIVE; MULTIOBJECTIVE PROGRAMMING; NUMERICAL EXAMPLE; PORTFOLIO SELECTION; PORTFOLIO SELECTION MODELS;

MODELS;

GENETIC ALGORITHMS;

EID: 84868465269     PISSN: 00200255     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ins.2012.07.005     Document Type: Conference Paper

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