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Publication:2782378
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zbMath1004.91034MaRDI QIDQ2782378

Junzo Watada

Publication date: 3 February 2003


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

multicriteria decision makingfuzzy programmingportfolio selection


Mathematics Subject Classification ID

Decision theory (91B06)


Related Items (8)

A multi-period fuzzy portfolio optimization model with minimum transaction lots ⋮ Portfolio rebalancing model with transaction costs based on fuzzy decision theory ⋮ Portfolio selection using \(\lambda\) mean and hybrid entropy ⋮ A class of chance constrained multi-objective portfolio selection model under fuzzy random environment ⋮ Fuzzy portfolio optimization with tax, transaction cost and investment amount: a developing country case ⋮ A class of possibilistic portfolio selection model with interval coefficients and its application ⋮ Multi-objective possibilistic model for portfolio selection with transaction cost ⋮ A cutting plane algorithm for MV portfolio selection model







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