Possibility theory for multiobjective fuzzy random portfolio optimization
The problem of portfolio optimization is a standard problem in financial world and it has received tremendous attentions. Portfolio optimization plays essential role in determining portfolio strategies for investors. Portfolio optimization is intrinsically a discrete optimization problem whose decis...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Growing Science
2014-06-01
|
| Series: | Decision Science Letters |
| Subjects: | |
| Online Access: | http://www.growingscience.com/dsl/Vol3/dsl_2014_14.pdf |