Mean-chance model for portfolio selection based on uncertain measure
From MaRDI portal
Publication:2514624
DOI10.1016/j.insmatheco.2014.10.001zbMath1306.91127MaRDI QIDQ2514624
Publication date: 3 February 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.10.001
genetic algorithm; portfolio selection; uncertain programming; uncertain variable; mean-chance model
90C59: Approximation methods and heuristics in mathematical programming
68T20: Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.)
91G10: Portfolio theory
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