Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints
Year of publication: |
2012
|
---|---|
Authors: | Chen, Yu-wang ; Poon, Ser-Huang ; Yang, Jian-bo ; Xu, Dong-ling ; Zhang, Dongxu |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 223.2012, 3 (16.12.), p. 775-784
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
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