Fuzzy portfolio selection including cardinality constraints and integer conditions

DOI10.1007/s10957-016-0902-5zbMath1343.90083OpenAlexW2302197557WikidataQ57512523 ScholiaQ57512523MaRDI QIDQ306331

Carlos Ivorra, Clara Calvo, Vicente Liern

Publication date: 31 August 2016

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-016-0902-5

zbMATH Keywords

nonlinear integer programmingportfolio selectionfuzzy optimizationefficient frontier

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

Related Items (1)

Fuzzy multi-objective portfolio model based on semi-variance--semi-absolute deviation risk measures

Cites Work

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• Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints

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