Optimizing portfolio selection problems under credibilistic CVaR criterion.

Naiqi Liu Yanju Chen Yankui Liu

Published in: J. Intell. Fuzzy Syst. (2018)

Keyphrases

portfolio selection
robust optimization
multistage stochastic
long term
problems involving
portfolio optimization
multiple objectives
artificial intelligence
search space
portfolio management
optimal solution
optimization problems
knapsack problem
mathematical programming
risk measures