Fuzzy programming approach for portfolio optimization

MaRDI QIDQ3407417zbMATH OpenFDO

Authors Mohammad Mehdi Nasrabadi, M. A. Yaghoobi, Mashaallah Mashinchi

Publication date 4 March 2010

Full work available at URL http://pphmj.com/abstract/4590.htm

zbMATH Keywords

fuzzy programmingportfolio selectionstochastic programming

Mathematics Subject Classification ID

Stochastic programming (90C15) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

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