A class of chance constrained multi-objective portfolio selection model under fuzzy random environment

DOI10.1007/s10957-011-9852-0zbMath1233.91253OpenAlexW2014785082MaRDI QIDQ650216

Steven Li, Xiaoyang Zhou, 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

zbMATH Keywords

portfolio selectionfuzzy random variablechance constraint\(\varepsilon \)-constraint methodChinese stock market

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

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