A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control (Q2351435)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control |
scientific article |
Statements
A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control (English)
0 references
23 June 2015
0 references
multi-period portfolio selection
0 references
fuzzy mathematical programming
0 references
possibility measure
0 references
necessity measure
0 references
differential evolution algorithm
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references