Portfolio optimization based on fuzzy decision making

MaRDI QIDQ3052244zbMATH OpenFDO

Authors Yong Fang, Shouyang Wang

Publication date 5 November 2010

zbMATH Keywords

portfolio optimizationtransaction costsrisk functionfuzzy decision making

Mathematics Subject Classification ID

Decision theory (91B06) Portfolio theory (91G10)

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Cited in

(8)

• scientific article; zbMATH DE number 6000919 (Why is no real title available?)
• scientific article; zbMATH DE number 1293544 (Why is no real title available?)
• A fuzzy interactive approach for optimal portfolio management
• Fuzzy portfolio optimization with tax, transaction cost and investment amount: a developing country case
• scientific article; zbMATH DE number 6538157 (Why is no real title available?)
• Portfolio selection based on fuzzy probabilities and possibility distributions
• Fuzzy portfolio selection using genetic algorithm
• scientific article; zbMATH DE number 6887143 (Why is no real title available?)

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