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

zbMATH Open1399.91001MaRDI QIDQ4574809FDOQ4574809

Yuchun Zhang, Haiyan Xuan, Yue Li, Hui Zhao

Publication date: 18 July 2018

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zbMATH Keywords

portfolio optimizationmovement markettriangular fuzzy variable

Mathematics Subject Classification ID

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

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