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Multiobjective particle swarm optimization for a novel fuzzy portfolio selection problem

  • Published:2012-12-27 Issue:2 Volume:8 Page:146-154
  • ISSN:1931-4973
  • Container-title:IEEJ Transactions on Electrical and Electronic Engineering
  • language:en
  • Short-container-title:IEEJ Trans Elec Electron Eng

Author:

Wang Bo,Watada Junzo

Publisher

Wiley

Subject

Electrical and Electronic Engineering

Reference34 articles.

1. Portfolio selection.;Markowitz;Journal of Finance,1952

2. Fuzzy portfolio selection and its application to decision making.;Watada;Tatra Mountains Mathematics Publication,1997

3. Mean-entropy models for fuzzy portfolio selection;Huang;IEEE Transactions on Fuzzy Systems,2008

4. Mean-variance-skewness model for portfolio selection with fuzzy returns;Li;European Journal of Operational Research,2009

5. Mean-semivariance models for fuzzy portfolio selection;Huang;Journal of Computational and Applied Mathematics,2008

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