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.
@inproceedings{RochaLSB15,
title = {Fuzzy probability distribution with VaR constraint for portfolio selection},
author = {Marcus P. da Rocha and Lucelia Lima Costa and Hélida Salles Santos and Benjamín R. C. Bedregal},
year = {2015},
researchr = {https://researchr.org/publication/RochaLSB15},
cites = {0},
citedby = {0},
booktitle = {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},
editor = {José M. Alonso and Humberto Bustince and Marek Reformat},
publisher = {Atlantis Press},
isbn = {978-94-62520-77-6},
}