Solving Portfolio Optimization Problem Based on Extension Principle

Shiang-Tai Liu. Solving Portfolio Optimization Problem Based on Extension Principle. In Nicolás García-Pedrajas, Francisco Herrera, Colin Fyfe, José Manuel Benítez, Moonis Ali, editors, Trends in Applied Intelligent Systems - 23rd International Conference on Industrial Engineering and Other Applications of Applied Intelligent Systems, IEA/AIE 2010, Cordoba, Spain, June 1-4, 2010, Proceedings, Part I. Volume 6096 of Lecture Notes in Computer Science, pages 164-174, Springer, 2010. [doi]

Abstract

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