Exact and heuristic procedures for solving the fuzzy portfolio selection problem

DOI10.1007/s10700-011-9114-5zbMath1254.91762OpenAlexW1997001957WikidataQ57512613 ScholiaQ57512613MaRDI QIDQ1927253

José M. Cadenas, J. V. Carrillo, M. Carmen Garrido, Carlos Ivorra, Vicente Liern

Publication date: 31 December 2012

Published in: Fuzzy Optimization and Decision Making (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10700-011-9114-5

zbMATH Keywords

genetic algorithmsportfolio selectionheuristic strategiesfuzzy mathematical programming

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Financial applications of other theories (91G80) Portfolio theory (91G10)

Related Items (5)

Fuzzy portfolio selection including cardinality constraints and integer conditions ⋮ Portfolio selection under higher moments using fuzzy multi-objective linear programming ⋮ On the computation of the efficient frontier of the portfolio selection problem ⋮ Options pricing with time changed Lévy processes under imprecise information ⋮ Fuzzy portfolio selection model with real features and different decision behaviors

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