A class of possibilistic portfolio selection model with interval coefficients and its application

DOI10.1007/s10700-007-9005-yzbMath1154.91459MaRDI QIDQ1001149

Jun Li, Jiu-Ping Xu

Publication date: 12 February 2009

Published in: Fuzzy Optimization and Decision Making (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10700-007-9005-y

Mathematics Subject Classification ID

90C70: Fuzzy and other nonstochastic uncertainty mathematical programming

91G10: Portfolio theory

Uses Software

• Genocop