Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints
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Publication:279474
DOI10.1016/j.fss.2014.07.018zbMath1335.91074OpenAlexW1978565931MaRDI QIDQ279474
F. Blanchet-Sadri, M. Dambrine
Publication date: 28 April 2016
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.fss.2014.07.018
fuzzy numbercardinality constraintsdiscrete approximate iteration methodmean absolute deviationmultiperiod fuzzy portfolio selection
Applications of mathematical programming (90C90) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)
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