Portfolio selection problems based on fuzzy interval numbers under the minimax rules

MaRDI QIDQ3009419zbMATH OpenFDO

Authors Fei Bao, Panpan Zhu, Peibiao Zhao

Publication date 24 June 2011

Full work available at URL http://www.m-hikari.com/ijma/ijma-2010/ijma-41-44-2010/index.html

zbMATH Keywords

fuzzy interval portfoliointerval numbersminimax rulestransaction costs

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

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