Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474)
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scientific article; zbMATH DE number 6574837
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| English | Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints |
scientific article; zbMATH DE number 6574837 |
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Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (English)
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28 April 2016
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multiperiod fuzzy portfolio selection
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mean absolute deviation
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cardinality constraints
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discrete approximate iteration method
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fuzzy number
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0.8967269062995911
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0.8948438167572021
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0.8917767405509949
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