Portfolio Optimization with Percentage Error-Based Fuzzy Random Data for Industrial Production

Author:

Othman Mohammad Haris Haikal,Arbaiy Nureize,Che Lah Muhammad Shukri,Lin Pei-Chun

Publisher

Springer Nature Switzerland

Reference16 articles.

1. Dorsey, A.H.: Active Alpha: A Portfolio Approach to Selecting and Managing Alternative Investments, vol. 356. Wiley, Hoboken (2011)

2. Wang, S., Xia, Y.: Portfolio Selection and Asset Pricing, vol. 514. Springer, Heidelberg (2012)

3. Tarasi, C.O., Bolton, R.N., Hutt, M.D., Walker, B.A.: Balancing risk and return in a customer portfolio. J. Mark. 75(3), 1–17 (2011)

4. Markowitz, H.M.: Portfolio selection. J. Financ. 7(60), 77–91 (1952)

5. Shapiro, A., Dentcheva, D., Ruszczynski, A.: Lectures on Stochastic Programming: Modeling and Theory. SIAM-Society for Industrial and Applied Mathematics (2009)

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