Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints

DOI10.1016/j.ins.2012.12.011zbMath1293.91173MaRDI QIDQ2510153

Masahiro Inuiguchi, Pankaj Gupta, Garima Mittal, Mukesh Kumar Mehlawat

Publication date: 1 August 2014

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2012.12.011

zbMATH Keywords

multiobjective programming; chance-constrained programming; credibility measure; real-coded genetic algorithm; fuzzy portfolio selection

Mathematics Subject Classification ID

90C29: Multi-objective and goal programming

68T05: Learning and adaptive systems in artificial intelligence

90C70: Fuzzy and other nonstochastic uncertainty mathematical programming

91G10: Portfolio theory