Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach

DOI10.3390/a10020043zbMath1461.91272OpenAlexW2606631829MaRDI QIDQ1662706

Xinhong Liu, Li Wang, Yuan Feng

Publication date: 20 August 2018

Published in: Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/a10020043

zbMATH Keywords

genetic algorithmexpected value operatorportfolio selection problem\(m_\lambda\) measure

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10) Fuzziness in connection with statistical distributions (62E86)

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