Fuzzy Portfolio Selection Including Cardinality Constraints and Integer Conditions
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DOI: 10.1007/s10957-016-0902-5
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- Leon, T. & Liern, V. & Vercher, E., 2002. "Viability of infeasible portfolio selection problems: A fuzzy approach," European Journal of Operational Research, Elsevier, vol. 139(1), pages 178-189, May.
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- Wulan Anggraeni & Sudradjat Supian & Sukono & Nurfadhlina Abdul Halim, 2023. "Catastrophe Bond Diversification Strategy Using Probabilistic–Possibilistic Bijective Transformation and Credibility Measures in Fuzzy Environment," Mathematics, MDPI, vol. 11(16), pages 1-30, August.
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Keywords
Fuzzy optimization; Portfolio selection; Efficient frontier; Nonlinear integer programming;All these keywords.
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