Multi-period fuzzy portfolio optimization model compatible with movement of market

MaRDI QIDQ4574809zbMATH OpenFDO

Authors Haiyan Xuan, Yue Li, Yuchun Zhang, Hui Zhao

Publication date 18 July 2018

zbMATH Keywords

movement marketportfolio optimizationtriangular fuzzy variable

Mathematics Subject Classification ID

Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Portfolio theory (91G10)

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Cited in

(2)

• scientific article; zbMATH DE number 6907566 (Why is no real title available?)
• scientific article; zbMATH DE number 6311039 (Why is no real title available?)

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