Fuzzy portfolio optimization model under real constraints

DOI10.1016/j.insmatheco.2013.09.005zbMath1290.91149OpenAlexW2049604148MaRDI QIDQ2015637

Wei-Guo Zhang, Yong-Jun Liu

Publication date: 23 June 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.09.005

zbMATH Keywords

multi-objective optimizationfuzzy numbergenetic algorithmportfolio selectionreal constraints

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Portfolio theory (91G10)

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