Fuzzy portfolio selection based on the analysis of efficient frontiers

Clara Calvo, Carlos Ivorra, Vicente Liern. Fuzzy portfolio selection based on the analysis of efficient frontiers. In Sebastián Ventura, Ajith Abraham, Krzysztof J. Cios, Cristóbal Romero, Francesco Marcelloni, José Manuel Benítez, Eva Lucrecia Gibaja Galindo, editors, 11th International Conference on Intelligent Systems Design and Applications, ISDA 2011, Córdoba, Spain, November 22-24, 2011. pages 861-866, IEEE, 2011. [doi]

Abstract

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