Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints
Year of publication: |
2012
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Authors: | Chen, Yu-Wang ; Poon, Ser-Huang ; Yang, Jian-Bo ; Xu, Dong-Ling ; Zhang, Dongxu ; Acomb, Simon |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 223.2012, 3 (16.12.), p. 775-785
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