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Portfolio Selection: Possibilistic Mean-Variance Model and Possibilistic Efficient Frontier.

Wei-Guo ZhangYing-Luo Wang
Published in: AAIM (2005)
Keyphrases
  • knapsack problem
  • dynamic programming
  • portfolio selection
  • neural network
  • probability distribution
  • decision theoretic
  • portfolio optimization
  • linear programming
  • sensitivity analysis
  • robust optimization