International asset allocation optimization with fuzzy return-Reference-Cited by-同舟云学术

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International asset allocation optimization with fuzzy return

Published:2018-01 Issue: Volume:139 Page:189-199
ISSN:0950-7051
Container-title:Knowledge-Based Systems
language:en
Short-container-title:Knowledge-Based Systems

Author:

Liu Yong-Jun,Zhang Wei-Guo,Gupta Pankaj

Funder

National Natural Science Foundation of China

Natural Science Foundation of Guangdong Province

Publisher

Elsevier BV

Subject

Artificial Intelligence,Information Systems and Management,Management Information Systems,Software

Reference58 articles.

1. The nearest trapezoidal form of a generalized left right fuzzy number;Abbasbandy;Int. J. Approx. Reason.,2006

2. Population set-based global optimization algorithms: some modifications and numerical studies;Ali;Comput. Oper. Res.,2004

3. Fuzzy turnover rate chance constraints portfolio model;Barak;Eur. J. Oper. Res.,2013

4. International conditional asset allocation under specification uncertainty;Barras;J. Empir. Financ.,2007

5. A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection;Bermúdez;Fuzzy Set. Syst.,2012

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