Spread of fuzzy variable and expectation-spread model for fuzzy portfolio optimization problem
type: Item
instance of: scholarly article
title: Spread of fuzzy variable and expectation-spread model for fuzzy portfolio optimization problem
zbMATH Open document ID: 1231.91416
author: Xiao-Li Wu
author: Yan-Kui Liu
published in: Journal of Applied Mathematics and Computing
publication date: 2011-06-22T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C70
Mathematics Subject Classification ID: 90C20
zbMATH DE Number: 5911513
zbMATH Keywords: portfolio selection
zbMATH Keywords: fuzzy programming
zbMATH Keywords: quadratic parametric programming
zbMATH Keywords: expectation
zbMATH Keywords: moment
MaRDI profile type: Publication
full work available at URL: s12190-010-0409-4
OpenAlex ID: W2014424419
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DOI: 10.1007/S12190-010-0409-4
description: scientific article; zbMATH DE number 5911513