A New Fuzzy Portfolio Model Based on Background Risk Using MCFOA-Reference-Cited by-同舟云学术

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A New Fuzzy Portfolio Model Based on Background Risk Using MCFOA

Published:2015-03-18 Issue:2 Volume:17 Page:246-255
ISSN:1562-2479
Container-title:International Journal of Fuzzy Systems
language:en
Short-container-title:Int. J. Fuzzy Syst.

Author:

Xu Weijun,Deng Xiong,Li Jia

Publisher

Springer Science and Business Media LLC

Subject

Artificial Intelligence,Computational Theory and Mathematics,Theoretical Computer Science,Software

Link

http://link.springer.com/content/pdf/10.1007/s40815-015-0017-4.pdf

Reference23 articles.

1. Markowitz, H.: Portfolio selection. J. Financ. 7, 79–91 (1952)

2. Markowitz, H.: Portfolio selection: efficient diversification of investments. Wiley, New York (1959)

3. Fama, E.F.: Foundations of finance. Basil Blackwell, Oxford (1997)

4. Zadeh, L.A.: Fuzzy sets. Inf. Control 8, 338–353 (1965)

5. Ramaswamy, S.: Portfolio selection using fuzzy decision theory, BIS Working papers (1998)

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