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Optimizing fuzzy portfolio selection problems by parametric quadratic programming.

Xiao-Li WuYan-Kui Liu
Published in: Fuzzy Optim. Decis. Mak. (2012)
Keyphrases
  • quadratic programming
  • portfolio selection
  • linear programming
  • robust optimization
  • optimization problems
  • fuzzy logic
  • special case
  • maximum likelihood
  • parameter estimation
  • multiple objectives
  • financial markets