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A possibilistic programming approach to portfolio optimization problem under fuzzy data - MaRDI portal

A possibilistic programming approach to portfolio optimization problem under fuzzy data

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Publication:6637759

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DOI10.1007/978-3-030-85254-2_23MaRDI QIDQ6637759

Neda Kavand, Mohsen Rostamy-Malkhalifeh, Mojtaba Nouri, Mohammad Namakshenas, Pejman Peykani

Publication date: 13 November 2024

zbMATH Keywords

fuzzy optimization systematic risk stock return possibilistic programming portfolio optimization problem non-systematic risk

Mathematics Subject Classification ID

Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Optimal stochastic control (93E20) Portfolio theory (91G10)

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