Fuzzy portfolio optimization model under real constraints
Year of publication: |
2013
|
---|---|
Authors: | Liu, Yong-Jun ; Zhang, Wei-Guo |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 53.2013, 3, p. 704-711
|
Publisher: |
Elsevier |
Subject: | Portfolio selection | Fuzzy number | Real constraints | Multi-objective optimization | Genetic algorithm |
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