Fuzzy Chance-Constrained Project Portfolio Selection Model Based on Credibility Theory

DOI10.1007/978-3-642-54924-3_69zbMath1356.91082OpenAlexW2138518763MaRDI QIDQ2963717

Jingpeng Li, Li Li, Quande Qin, Shi Cheng

Publication date: 21 February 2017

Published in: Advances in Intelligent Systems and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-54924-3_69

zbMATH Keywords

genetic algorithmcredibility theoryconditional value at riskchance-constrained optimizationproject portfolio

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

Related Items (1)

A possibilistic portfolio model with fuzzy liquidity constraint

Cites Work

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