Multi-period portfolio selection with dynamic risk/expected-return level under fuzzy random uncertainty.
Bo WangYou LiJunzo WatadaPublished in: Inf. Sci. (2017)
Keyphrases
- portfolio selection
- multi period
- optimal portfolio
- portfolio optimization
- portfolio management
- robust optimization
- lot sizing
- production planning
- financial markets
- fuzzy sets
- fuzzy logic
- planning horizon
- expected utility
- multi item
- routing problem
- facility location problem
- data envelopment analysis
- multi criteria
- risk management