Two new models for portfolio selection with stochastic returns taking fuzzy information

DOI10.1016/j.ejor.2006.04.010zbMath1114.90166MaRDI QIDQ869193

Xiaoxia Huang

Publication date: 26 February 2007

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2006.04.010

zbMATH Keywords

simulation; genetic algorithm; portfolio selection; random optimization; fuzzy optimization

Mathematics Subject Classification ID

90C70: Fuzzy and other nonstochastic uncertainty mathematical programming

91G10: Portfolio theory

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