Fuzzy Portfolio Selection based on Value-at-Risk.

Bo Wang Shuming Wang Junzo Watada

Published in: SMC (2009)

Keyphrases

portfolio selection
portfolio optimization
portfolio management
optimal portfolio
risk measures
multistage stochastic
robust optimization
fuzzy sets
decision making
fuzzy numbers
financial markets
long run
long term
neural network
investment decisions
multiple objectives
artificial intelligence