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Fuzzy chance-constrained goal programming model for multi-attribute financial portfolio selection.
Laila Messaoudi
Belaïd Aouni
Abdelwaheb Rebaï
Published in:
Ann. Oper. Res. (2017)
Keyphrases
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goal programming
multi attribute
multi criteria
portfolio selection
robust optimization
mathematical programming
multiple objectives
stochastic programming
chance constrained
artificial intelligence
computational complexity
state space
fuzzy logic
theoretical framework
combinatorial optimization