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A Multi-Objective Portfolio Selection Model With Fuzzy Value-at-Risk Ratio.

Bo WangYou LiShuming WangJunzo Watada
Published in: IEEE Trans. Fuzzy Syst. (2018)
Keyphrases
  • multi objective
  • genetic algorithm
  • theoretical framework
  • management system
  • portfolio optimization
  • neural network
  • evolutionary algorithm
  • portfolio selection