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Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model.
Amelia Bilbao-Terol
Blanca Pérez-Gladish
J. Antomil-lbias
Published in:
Appl. Math. Comput. (2006)
Keyphrases
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probabilistic model
formal model
learning algorithm
trade off
fuzzy sets
computational model
statistical model
neural network
decision making
similarity measure
prior knowledge
experimental data
fuzzy clustering
goal programming