Fuzzy mathematical programming for portfolio management
Year of publication: |
2000
|
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Authors: | León, Teresa ; Liern, Vicente ; Vercher, Enriqueta |
Published in: |
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]. - Heidelberg [u.a.] : Physica-Verlag, ISBN 3-7908-1282-X. - 2000, p. 241-256
|
Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Fuzzy-Set-Theorie | Fuzzy sets | Theorie | Theory |
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