Mean-variance models for portfolio selection with fuzzy random returns
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Publication:1031991
DOI10.1007/s12190-008-0154-0zbMath1195.91144OpenAlexW2046354339MaRDI QIDQ1031991
Publication date: 23 October 2009
Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12190-008-0154-0
variancegenetic algorithmexpected valueportfolio selectionfuzzy random variableKuhn-Tucker conditionsfuzzy random programming
Approximation methods and heuristics in mathematical programming (90C59) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)
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