Fuzzy multi-period portfolio selection with different investment horizons
Year of publication: |
1 November 2016
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Authors: | Guo, Sini ; Yu, Lean ; Li, Xiang ; Kar, Samarjit |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 254.2016, 3 (1.11.), p. 1026-1035
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Subject: | Fuzzy sets | Multi-period portfolio selection | Mean-variance model | Credibility theory | Fuzzy simulation | Fuzzy-Set-Theorie | Portfolio-Management | Portfolio selection | Simulation |
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