A Possibilistic Mean Absolute Deviation Portfolio Selection Model

DOI10.1007/978-3-540-88914-4_49zbMath1211.91221OpenAlexW2266118755MaRDI QIDQ3079417

Guo-Hua Chen, Xiaolian Liao

Publication date: 2 March 2011

Published in: Advances in Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-88914-4_49

zbMATH Keywords

possibility theoryabsolute deviationportfolio selectionpossibilistic meanfuzzy liquidity

Mathematics Subject Classification ID

Linear programming (90C05) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

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