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Usages of Fuzzy Returns on Markowitz's Portfolio Selection.

Tanarat RattanadamrongaksornJirakom SirisrisakulchaiSongsak Sriboonjitta
Published in: IUKM (2016)
Keyphrases
  • portfolio selection
  • multistage stochastic
  • portfolio optimization
  • fuzzy sets
  • portfolio management
  • financial markets
  • fuzzy numbers
  • robust optimization
  • multiple objectives
  • optimal portfolio
  • neural network