Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming-Reference-Cited by-同舟云学术

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Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming

Published:2008-08 Issue:2 Volume:217 Page:381-393
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Vercher Enriqueta

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference29 articles.

1. Decision-making in a fuzzy environment;Bellman;Management Sci.,1970

2. A possibilistic approach to selecting portfolios with highest utility score;Carlsson;Fuzzy Sets and Systems,2002

3. M. Delgado, J. Kacprzyck, J.L. Verdegay, A. Vila (Eds.), Fuzzy Optimization: Recent Advances, Physica-Verlag, Heidelberg, 1994.

4. The mean value of a fuzzy number;Dubois;Fuzzy Sets and Systems,1987

5. Fuzzy numbers: an overview;Dubois,1988

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