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scientific article; zbMATH DE number 6457797

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Publication:5263026
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zbMATH Open1324.90154MaRDI QIDQ5263026

Costin Popescu, Cristinca Fulga

Publication date: 10 July 2015



Title of this publication is not available (Why is that?)


zbMATH Keywords

linear programmingfuzzy numberportfolio selectionpossibilistic mean value


Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Linear programming (90C05) Theory of fuzzy sets, etc. (03E72) Portfolio theory (91G10)



Related Items (8)

Different Probability Distributions for Portfolio Selection in the Chance Constrained Compromise Programming Model ⋮ Probability maximization models for portfolio selection under ambiguity ⋮ A Hybrid Approach of Optimization and Sampling for Robust Portfolio Selection ⋮ Benchmarking the performance of portfolio optimization with QAOA ⋮ Portfolio optimization for cointelated pairs: SDEs vs Machine learning ⋮ A PROMETHEE-based approach to portfolio selection problems ⋮ Bayesian adaptive portfolio optimization ⋮ BOOSTING-BASED FRAMEWORK FOR PORTFOLIO STRATEGY DISCOVERY AND OPTIMIZATION






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