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