Fuzzy portfolio optimization model with fuzzy numbers

DOI10.1007/978-3-642-22833-9_68MaRDI QIDQ2838717zbMATH OpenOpenAlexFDO

Authors Chunquan Li, Jianhua Jin

Publication date 10 July 2013

Published in Advances in Intelligent and Soft Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-22833-9_68

zbMATH Keywords

fuzzy expected rate of returnfuzzy numbersfuzzy portfolio optimizationrisksecurities markets

Mathematics Subject Classification ID

Theory of fuzzy sets, etc. (03E72) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10) Financial applications of other theories (91G80)

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