Gradually tolerant constraint method for fuzzy portfolio based on possibility theory

Information Sciences

Volumn 259, Issue , 2014, Pages 16-24

  Deng, Xue ^a   Li, Rongjun ^a  

^a SOUTH CHINA UNIVERSITY OF TECHNOLOGY   (China)

Author keywords

Fuzzy number; Gradually tolerant constraint method; Portfolio selection; Possibilistic mean; Possibilistic variance

Indexed keywords

CONSTRAINT METHODS; FUZZY NUMBERS; PORTFOLIO SELECTION; POSSIBILISTIC MEAN; POSSIBILISTIC VARIANCE;

FUZZY RULES;

CONSTRAINT THEORY;

EID: 84889667014     PISSN: 00200255     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ins.2013.10.016     Document Type: Article

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