New methods for portfolio selection problem with fuzzy random variable returns

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DOI10.1504/IJOR.2015.068284zbMath1362.91037WikidataQ57585036 ScholiaQ57585036MaRDI QIDQ2627562

Javad Nematian

Publication date: 31 May 2017

Published in: International Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

fuzzy logic fuzzy random variables chance-constrained programming portfolio selection portfolio optimisation asset returns fuzzy stochastic programming FRV returns scalar expected value

Mathematics Subject Classification ID

Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

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