A selection portfolio problem with fuzzy linear exponential distribution

zbMATH Open1249.91121MaRDI QIDQ2884172

Ilie Marinescu, I. M. Stancu-Minasian

Publication date: 24 May 2012

Published in: Mathematical Reports (Search for Journal in Brave)

zbMATH Keywords

portfolio optimizationfuzzy probabilityrebalancingconcave transaction cost

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10) Fuzzy probability (60A86)

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