The Research of Multi-objective Asset Allocation Model with Complex Constraint Conditions in a Fuzzy Random Environment

DOI10.1007/978-3-642-03664-4_149zbMath1189.91193OpenAlexW45254067MaRDI QIDQ3563329

Shichang Lu, Yanqiu Guo

Publication date: 31 May 2010

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

Full work available at URL: https://doi.org/10.1007/978-3-642-03664-4_149

zbMATH Keywords

genetic algorithmsfuzzy random variableasset allocationinvestment riskexpected return rate

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Portfolio theory (91G10) Fuzzy probability (60A86)

This page was built for publication: The Research of Multi-objective Asset Allocation Model with Complex Constraint Conditions in a Fuzzy Random Environment