Fuzzy portfolio selection problem with different borrowing and lending rates

DOI10.1155/2011/263240zbMath1235.91180OpenAlexW2031537229WikidataQ58692864 ScholiaQ58692864MaRDI QIDQ410338

Wei Chen, Hui Ma, Yi Ping Yang

Publication date: 3 April 2012

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2011/263240

Mathematics Subject Classification ID

Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Financial applications of other theories (91G80) Portfolio theory (91G10)

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