Maximization of Returns under an Average Value-at-Risk Constraint in Fuzzy Asset Management.
Yuji YoshidaPublished in: KES (2017)
Keyphrases
- asset management
- minimum risk
- fuzzy sets
- membership functions
- fuzzy logic
- risk management
- fuzzy clustering
- chance constrained programming
- chance constraints
- management system
- fuzzy rules
- data processing
- fuzzy numbers
- geographical information systems
- objective function
- databases
- risk assessment
- risk factors
- user interface
- decision making