Fuzzy Portfolio Selection: a comparative study.

José D. Bermúdez Vicente Liern José Vicente Segura Diego Torres Enriqueta Vercher

Published in: EUSFLAT Conf. (2005)

Keyphrases

portfolio selection
multistage stochastic
portfolio optimization
fuzzy sets
portfolio management
financial markets
robust optimization
transaction costs
fuzzy numbers
neural network
management system
multiple objectives
evolutionary algorithm
decision support system