Fuzzy investment portfolio selection models based on interval analysis approach
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Publication:1955014
DOI10.1155/2012/628295zbMath1264.91117OpenAlexW2119469845WikidataQ58912342 ScholiaQ58912342MaRDI QIDQ1955014
Haifeng Guo, Hamid Reza Karimi, Weiquan Jin, Yuanjing Ge, Baiqing Sun
Publication date: 11 June 2013
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/628295
Applications of mathematical programming (90C90) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Interval and finite arithmetic (65G30) Portfolio theory (91G10)
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Cites Work
- Robust portfolio optimization with derivative insurance guarantees
- Fuzzy mean-variance-skewness portfolio selection models by interval analysis
- An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment
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