A new portfolio optimization method

MaRDI QIDQ3085419zbMATH OpenFDO

Authors Zhonghua Fei, Zhefei He, Zhongyi Jiang

Publication date 31 March 2011

Full work available at URL http://pphmj.com/abstract/5528.htm

zbMATH Keywords

auxiliary modelportfolio investment optimizationtriangular interval-valued fuzzy linear programmingtriangular interval-valued fuzzy number

Mathematics Subject Classification ID

Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10) Financial applications of other theories (91G80)

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(13)

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