Reliable portfolio selection problem in fuzzy environment: an m_ measure based approach

DOI10.3390/A10020043MaRDI QIDQ1662706zbMATH OpenOpenAlexFDO

Authors Yuan Feng, Li Wang, Xinhong Liu

Publication date 20 August 2018

Published in Algorithms (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3390/a10020043

zbMATH Keywords

genetic algorithmexpected value operatorportfolio selection problem\(m_\lambda\) measure

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Fuzziness in connection with statistical distributions (62E86)

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Cites work

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Cited in

(1)

• Stochastic portfolio selection problem with reliability criteria

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