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Fuzzy compromise programming for portfolio selection.
Amelia Bilbao-Terol
Blanca Pérez-Gladish
Mar Arenas Parra
Maria Victoria Rodríguez Uría
Published in:
Appl. Math. Comput. (2006)
Keyphrases
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portfolio selection
multistage stochastic
portfolio optimization
fuzzy sets
portfolio management
multiple objectives
financial markets
fuzzy numbers
transaction costs
robust optimization
optimal portfolio
multi objective
neural network
feature space
multistage