Usages of Fuzzy Returns on Markowitz's Portfolio Selection.

Tanarat Rattanadamrongaksorn Jirakom Sirisrisakulchai Songsak 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