Portfolio selection under uncertainty by the ordered modular average operator.

Hong-Quan Li Zhi-Hong Yi Yong Fang

Published in: Fuzzy Optim. Decis. Mak. (2019)

Keyphrases

portfolio selection
robust optimization
optimal portfolio
multistage stochastic
portfolio optimization
portfolio management
financial markets
stochastic programming
neural network
mathematical programming
multiple objectives
semidefinite programming
artificial intelligence
decision problems
decision theory