Mean-chance model for portfolio selection based on uncertain measure

DOI10.1016/j.insmatheco.2014.10.001zbMath1306.91127OpenAlexW2069011278MaRDI QIDQ2514624

Xiaoxia Huang, Tianyi Zhao

Publication date: 3 February 2015

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.10.001

zbMATH Keywords

genetic algorithmportfolio selectionuncertain programminguncertain variablemean-chance model

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Portfolio theory (91G10)

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