A novel portfolio selection model with investors' subjective attitudes based on fuzzy random variables

Wei Sun, Weiguo Zhang, Weijun Xu. A novel portfolio selection model with investors' subjective attitudes based on fuzzy random variables. In 12th International Conference on Natural Computation, Fuzzy Systems and Knowledge Discovery, ICNC-FSKD 2016, Changsha, China, August 13-15, 2016. pages 1016-1020, IEEE, 2016. [doi]

Abstract

Abstract is missing.