One Type of Optimal Portfolio Selection in Birandom Environments

DOI10.5539/mas.v3n6p126zbMath1171.91346OpenAlexW1990724129MaRDI QIDQ5324672

Limei Yan

Publication date: 3 August 2009

Published in: Modern Applied Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5539/mas.v3n6p126

zbMATH Keywords

portfolio selectionhybrid intelligent algorithmbirandom variableconfidence curveexpected value operators

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)

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The effect of exit strategy on optimal portfolio selection with birandom returns ⋮ A nonlinear multiobjective bilevel model for minimum cost network flow problem in a large-scale construction project ⋮ A hybrid intelligent algorithm for optimal birandom portfolio selection problems

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