A Portfolio Selection Problem with Fuzzy Return Rate

DOI10.1007/978-3-540-88914-4_64zbMath1211.91229OpenAlexW2284998180MaRDI QIDQ3079433

Xiaoyan Zhai, Ruoning Xu

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

zbMATH Keywords

fuzzy numberconvex quadratic programmingportfolio selection

Mathematics Subject Classification ID

Convex programming (90C25) Quadratic programming (90C20) Portfolio theory (91G10)

This page was built for publication: A Portfolio Selection Problem with Fuzzy Return Rate