A downside risk approach for the portfolio selection problem with fuzzy returns

Fuzzy Economic Review

Volumn 9, Issue 1, 2004, Pages 61-77

  León, Teresa ^a   Liern, Vicente ^a   Marco, Paulina ^a   Segura, José Vicente ^a   Vercher, Enriqueta ^a  

^a NONE

Author keywords

Downside risk function; Fuzzy LR numbers; Fuzzy returns; Interval valued expectation; Linear programming; Portfolio selection

Indexed keywords

EID: 85015655299     PISSN: 11360593     EISSN: None     Source Type: Journal    
DOI: 10.25102/fer.2004.01.04     Document Type: Review

References (16)

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