Application of fuzzy measures and interval computation to financial portfolio selection

DOI10.1002/int.20415zbMath1202.91301OpenAlexW4237144371MaRDI QIDQ3065305

François Modave, Tanja Magoc, Xiao-Jing Wang

Publication date: 5 January 2011

Published in: International Journal of Intelligent Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/int.20415

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Portfolio theory (91G10)

Related Items (3)

Knapsack problems with dependencies through non-additive measures and Choquet integral ⋮ Choquet integral optimisation with constraints and the buoyancy property for fuzzy measures ⋮ A Study on Portfolio Selection Based on Fuzzy Linear Programming

Cites Work

• Theory of capacities
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