Fuzzy portfolio selection model with real features and different decision behaviors

DOI10.1007/s10700-017-9274-zzbMath1429.91292OpenAlexW2758781855MaRDI QIDQ1795117

Yong-Jun Liu, Wei-Guo Zhang

Publication date: 16 October 2018

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

Full work available at URL: https://doi.org/10.1007/s10700-017-9274-z

zbMATH Keywords

fuzzy portfolio selectionmean-semivariance modeldecision behaviorshybrid differential evolution algorithmreal features

Mathematics Subject Classification ID

Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

Uses Software

• IPSSIS

Cites Work

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