Weighted portfolio selection models based on possibility theory
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Publication:376652
DOI10.1007/s12543-009-0010-4zbMath1275.91119MaRDI QIDQ376652
Publication date: 19 November 2013
Published in: Fuzzy Information and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12543-009-0010-4
linear programming; portfolio selection; weighted possibilistic mean; weighted possibilistic variance
90C05: Linear programming
90C70: Fuzzy and other nonstochastic uncertainty mathematical programming
91G10: Portfolio theory
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