Fuzzy portfolio model with different investor risk attitudes.

Ruey-Chyn Tsaur

Published in: Eur. J. Oper. Res. (2013)

Keyphrases

management system
portfolio optimization
formal model
investment decisions
objective function
probabilistic model
fuzzy logic
conceptual model
theoretical framework
decision theory
attitudes toward
statistical model
mathematical model
neural network
em algorithm
high level
genetic algorithm