Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming
type: Item
instance of: scholarly article
title: Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming
zbMATH Open document ID: 1136.91458
author: E. Vercher
published in: Journal of Computational and Applied Mathematics
publication date: 2008-06-17T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C34
Mathematics Subject Classification ID: 90C70
zbMATH DE Number: 5289226
zbMATH Keywords: fuzzy mathematical programming
zbMATH Keywords: fuzzy returns
zbMATH Keywords: downside risk function
zbMATH Keywords: portfolio selection problem
zbMATH Keywords: semi-infinite programming
MaRDI profile type: Publication
full work available at URL: j.cam.2007.02.017
OpenAlex ID: W2022661516
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DOI: 10.1016/J.CAM.2007.02.017
description: scientific article; zbMATH DE number 5289226