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Credibility-Based fuzzy Mathematical Programming Model for portfolio Selection under Uncertainty.
Mukesh Kumar Mehlawat
Pankaj Gupta
Published in:
Int. J. Inf. Technol. Decis. Mak. (2014)
Keyphrases
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robust optimization
mathematical programming
goal programming
portfolio selection
sensitivity analysis
neural network
decision making
long term
special case
cost function
probability distribution
decision problems
combinatorial optimization
greedy algorithm
stochastic programming
mixed integer linear