A portfolio selection problem with fuzzy return rate
From MaRDI portal
Publication:3079433
DOI10.1007/978-3-540-88914-4_64zbMATH Open1211.91229OpenAlexW2284998180MaRDI QIDQ3079433FDOQ3079433
Authors: Ruo Ning Xu, Xiao Yan Zhai
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_64
Recommendations
Cited In (17)
- Fuzzy compromise programming for portfolio selection
- Fuzzy portfolio selection problem with different borrowing and lending rates
- A portfolio selection model using fuzzy returns
- Weighted portfolio selection for return rate with fuzzy number
- A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns
- Portfolio selection with fuzzy returns
- Optimizing fuzzy portfolio selection problems by parametric quadratic programming
- Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming
- Effectiveness of securities with fuzzy probabilistic return
- The application of fuzzy number in portfolio
- A possibilistic mean {V}a{R} model for portfolio selection
- New methods for portfolio selection problem with fuzzy random variable returns
- Fuzzy portfolio optimization a quadratic programming approach
- The optional model of portfolio investment with fuzzy-coefficient
- Fuzzy portfolio selection with superior assets under borrowing rate
- Fuzzy portfolio optimization model with fuzzy numbers
- Decision-making of loan portfolio optimization with fuzzy return rates
This page was built for publication: A portfolio selection problem with fuzzy return rate
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3079433)