A fuzzy portfolio selection methodology under investing constraints
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Publication:5426366
zbMATH Open1304.91184MaRDI QIDQ5426366FDOQ5426366
Authors:
Publication date: 12 November 2007
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Quadratic programming (90C20) Applications of mathematical programming (90C90) Portfolio theory (91G10) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)
Cited In (13)
- Watada's Fuzzy Portfolio selection model and its application
- Algorithmic Applications in Management
- On fuzzy portfolio selection problems
- The portfolio problem with present value modelled by a discrete trapezoidal fuzzy number
- A stochastic soft constraints fuzzy model for a portfolio selection problem
- Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach
- Syndicated venture capital portfolio companies selection: a fuzzy inference system – agent-based approach
- Gradually tolerant constraint method for fuzzy portfolio based on possibility theory
- Decision making for portfolio selection by fuzzy multi-criteria linear programming
- Fuzzy portfolio model with fuzzy-input return rates and fuzzy-output proportions
- Fuzzy random portfolio model with investment limited
- Weighted portfolio selection models based on possibility theory
- Fuzzy linear constraints in the capital asset pricing model
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