Viability of infeasible portfolio selection problems: A fuzzy approach
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Publication:1600964
DOI10.1016/S0377-2217(01)00175-8zbMath1007.90082OpenAlexW2080658183WikidataQ57512830 ScholiaQ57512830MaRDI QIDQ1600964
Teresa Leon, Vicente Liern, Enriqueta Vercher
Publication date: 16 June 2002
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-2217(01)00175-8
Theory of fuzzy sets, etc. (03E72) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)
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Cites Work
- Goal programming models and their duality relations for use in evaluating security portfolio and regression relations
- Fuzzy mathematical programming. Methods and applications
- Mean-absolute deviation portfolio optimization for mortgage-backed securities
- Portfolio selection based on upper and lower exponential possibility distributions
- Two fuzzy approaches for solving multiobjective decision problems
- Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
- Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model
- Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints
- A fuzzy method to repair infeasibility in linearly constrained problems
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