Fuzzy Portfolio Optimization Model with Fuzzy Numbers

Chunquan Li, Jianhua Jin. Fuzzy Portfolio Optimization Model with Fuzzy Numbers. In Shoumei Li, Xia Wang, Yoshiaki Okazaki, Jun Kawabe, Toshiaki Murofushi, Li Guan, editors, Nonlinear Mathematics for Uncertainty and its Applications, NL-MUA 2011, Beijing, China, September 7-9, 2011. Volume 100 of Advances in Intelligent and Soft Computing, pages 557-565, Springer, 2011. [doi]

Abstract

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