Fuzzy probability distribution with VaR constraint for portfolio selection

Marcus P. da Rocha, Lucelia Lima Costa, Hélida Salles Santos, Benjamín R. C. Bedregal. Fuzzy probability distribution with VaR constraint for portfolio selection. In José M. Alonso, Humberto Bustince, Marek Reformat, editors, 2015 Conference of the International Fuzzy Systems Association and the European Society for Fuzzy Logic and Technology (IFSA-EUSFLAT-15), Gijón, Spain., June 30, 2015. Atlantis Press, 2015.

Abstract

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