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]

@inproceedings{Liu10-74,
  title = {Solving Portfolio Optimization Problem Based on Extension Principle},
  author = {Shiang-Tai Liu},
  year = {2010},
  doi = {10.1007/978-3-642-13022-9_17},
  url = {http://dx.doi.org/10.1007/978-3-642-13022-9_17},
  tags = {optimization, rule-based},
  researchr = {https://researchr.org/publication/Liu10-74},
  cites = {0},
  citedby = {0},
  pages = {164-174},
  booktitle = {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},
  editor = {Nicolás García-Pedrajas and Francisco Herrera and Colin Fyfe and José Manuel Benítez and Moonis Ali},
  volume = {6096},
  series = {Lecture Notes in Computer Science},
  publisher = {Springer},
  isbn = {978-3-642-13021-2},
}