Fuzzy portfolio optimization a quadratic programming approach

Author:

Ammar E.,Khalifa H.A.

Publisher

Elsevier BV

Subject

General Mathematics,General Physics and Astronomy,Statistical and Nonlinear Physics,Applied Mathematics

Reference10 articles.

1. Fuzzy mathematical models in engineering management science;Kaufman,1988

2. The practice of portfolio replication: apractical overview of forward and inverse problem;Dembo;Ann. Operat. Res.,1999

3. The efficiency of investment information;Erikip;IEEE Trans. Informat. Theory,1988

4. Viability of infeasible portfolio selection;Liern;Operat. Res.,2002

5. Linear programming with fuzzy variables;Maleki;Fuzzy Sets Syst.,2000

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