Fuzzy chance-constrained portfolio selection

DOI10.1016/j.amc.2005.11.027zbMath1184.91191OpenAlexW2019820322WikidataQ57690678 ScholiaQ57690678MaRDI QIDQ2497828

Xiaoxia Huang

Publication date: 4 August 2006

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2005.11.027

zbMATH Keywords

genetic algorithmfuzzy portfolio selectionfuzzy chance-constrained programming

Mathematics Subject Classification ID

Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

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Cites Work

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