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Multi-period portfolio selection under the coherent fuzzy environment with dynamic risk-tolerance and expected-return levels.
Xiaomin Gong
Liangyu Min
Changrui Yu
Published in:
Appl. Soft Comput. (2022)
Keyphrases
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portfolio selection
multi period
portfolio optimization
portfolio management
production planning
optimal portfolio
fuzzy sets
fuzzy logic
planning horizon
risk management
facility location problem
multiple objectives
decision making
fuzzy numbers
special case
computational complexity
bayesian networks