A class of chance constrained multi-objective portfolio selection model under fuzzy random environment
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Publication:650216
DOI10.1007/s10957-011-9852-0zbMath1233.91253MaRDI QIDQ650216
Xiaoyang Zhou, Steven Li, Jiu-Ping Xu
Publication date: 25 November 2011
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-011-9852-0
portfolio selection; fuzzy random variable; chance constraint; \(\varepsilon \)-constraint method; Chinese stock market
90C29: Multi-objective and goal programming
90C70: Fuzzy and other nonstochastic uncertainty mathematical programming
91G10: Portfolio theory
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