Exact and heuristic procedures for solving the fuzzy portfolio selection problem

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

zbMATH Keywords

genetic algorithms; portfolio selection; heuristic strategies; fuzzy mathematical programming

Mathematics Subject Classification ID

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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