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A Class of Chance Constrained Multi-objective Portfolio Selection Model Under Fuzzy Random Environment.
Jiuping Xu
Xiaoyang Zhou
Steven Li
Published in:
J. Optim. Theory Appl. (2011)
Keyphrases
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robust optimization
multi objective
portfolio selection
chance constrained
artificial intelligence
probability distribution
stochastic programming
computationally tractable
neural network
optimization algorithm