Modeling Mean-Semivariance Portfolio Selection Problems Using Coherent Trapezoidal Fuzzy Numbers
Author:
Affiliation:
1. Government Engineering College Munger,Science Technology and Technical Education Department,Bihar,India
2. School of Basic Sciences, Galgotias University,Greater Noida,India
3. School of Computing, University of Eastern Finland,Kuopio,Finland
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx8/10609967/10611747/10612081.pdf?arnumber=10612081
Reference25 articles.
1. Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market
2. Strategic Asset Allocation and the Role of Alternative Investments
3. Post-modern portfolio theory;Swisher;Journal of Financial Planning,2005
4. Portfolio optimization in a mean-semivariance framework;Boasson;Innovations,2011
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