Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming (Q929609)
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scientific article; zbMATH DE number 5289226
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| English | Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming |
scientific article; zbMATH DE number 5289226 |
Statements
Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming (English)
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17 June 2008
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fuzzy mathematical programming
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fuzzy returns
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downside risk function
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portfolio selection problem
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semi-infinite programming
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0.8494566082954407
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0.8371535539627075
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0.8367220759391785
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0.8307596445083618
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