Portfolio selection based on upper and lower exponential possibility distributions.
Hideo TanakaPeijun GuoPublished in: Eur. J. Oper. Res. (1999)
Keyphrases
- portfolio selection
- possibility distributions
- possibility theory
- von neumann
- fuzzy sets
- robust optimization
- financial markets
- compact representations
- decision problems
- optimal portfolio
- probability measures
- partial ordering
- multiple objectives
- incomplete information
- possibilistic logic
- mathematical programming
- computational intelligence
- probability distribution
- probabilistic model
- np hard
- neural network