Exact and heuristic procedures for solving the fuzzy portfolio selection problem
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Publication:1927253
DOI10.1007/s10700-011-9114-5zbMath1254.91762WikidataQ57512613 ScholiaQ57512613MaRDI QIDQ1927253
José M. Cadenas, J. V. Carrillo, M. Carmen Garrido, Carlos Ivorra, Vicente Liern
Publication date: 31 December 2012
Published in: Fuzzy Optimization and Decision Making (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10700-011-9114-5
90C59: Approximation methods and heuristics in mathematical programming
90C70: Fuzzy and other nonstochastic uncertainty mathematical programming
91G80: Financial applications of other theories
91G10: Portfolio theory
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