Chance-constrained Portfolio Selection with Birandom Returns

DOI10.5539/MAS.V3N4P161MaRDI QIDQ3634045zbMATH OpenOpenAlexFDO

Authors Limei Yan

Publication date 23 June 2009

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://semanticscholar.org/paper/6a3bbd6f01b0ce419408c70818c2033bc788362b

zbMATH Keywords

birandom simulationbirandom variablegenetic algorithmportfolio selection

Mathematics Subject Classification ID

Portfolio theory (91G10)

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Cited in

(5)

• A hybrid intelligent algorithm for optimal birandom portfolio selection problems
• The effect of exit strategy on optimal portfolio selection with birandom returns
• One Type of Optimal Portfolio Selection in Birandom Environments
• Different Probability Distributions for Portfolio Selection in the Chance Constrained Compromise Programming Model
• Bi-level multiple mode resource-constrained project scheduling problems under hybrid uncertainty

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