Fuzzy portfolio optimization model under real constraints
Yong-Jun Liu; Wei-Guo Zhang
| Year of publication: |
2013
|
|---|---|
| Authors: | Liu, Yong-jun ; Zhang, Wei-guo |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 704-711
|
| Subject: | Portfolio selection | Fuzzy number | Real constraints | Multi-objective optimization | Genetic algorithm | Portfolio-Management | Fuzzy-Set-Theorie | Fuzzy sets | Mathematische Optimierung | Mathematical programming | Evolutionärer Algorithmus | Evolutionary algorithm | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010227896