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A class of chance constrained multi-objective portfolio selection model under fuzzy random environment - MaRDI portal

A class of chance constrained multi-objective portfolio selection model under fuzzy random environment (Q650216)

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scientific article; zbMATH DE number 5980389
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English
A class of chance constrained multi-objective portfolio selection model under fuzzy random environment
scientific article; zbMATH DE number 5980389

    Statements

    A class of chance constrained multi-objective portfolio selection model under fuzzy random environment (English)
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    25 November 2011
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    portfolio selection
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    fuzzy random variable
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    chance constraint
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    \(\varepsilon \)-constraint method
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    Chinese stock market
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