Portfolio selection problem: a comparison of fuzzy goal programming and linear physical programming

DOI10.11121/IJOCTA.01.2016.00284MaRDI QIDQ5273170zbMATH OpenOpenAlexFDO

Authors Fusun Kucukbay, Ceyhun Araz

Publication date 5 July 2017

Published in An International Journal of Optimization and Control: Theories & Applications (IJOCTA) (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.11121/ijocta.01.2016.00284

zbMATH Keywords

fuzzy goal programminglinear physical programmingportfolio selection problem

Mathematics Subject Classification ID

Case-oriented studies in operations research (90B90) Linear programming (90C05) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

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