Fuzzy portfolio optimization under downside risk measures.

Enriqueta Vercher José D. Bermúdez José Vicente Segura

Published in: Fuzzy Sets Syst. (2007)

Keyphrases

risk measures
portfolio optimization
portfolio selection
portfolio management
robust optimization
optimization methods
risk management
stock market
factor analysis
problems involving
stock price
bi objective
risk averse
long term
multi objective