Enriqueta Vercher, José D. Bermúdez, José Vicente Segura. Fuzzy portfolio optimization under downside risk measures. Fuzzy Sets and Systems, 158(7):769-782, 2007. [doi]
@article{VercherBS07,
title = {Fuzzy portfolio optimization under downside risk measures},
author = {Enriqueta Vercher and José D. Bermúdez and José Vicente Segura},
year = {2007},
doi = {10.1016/j.fss.2006.10.026},
url = {http://dx.doi.org/10.1016/j.fss.2006.10.026},
tags = {optimization},
researchr = {https://researchr.org/publication/VercherBS07},
cites = {0},
citedby = {0},
journal = {Fuzzy Sets and Systems},
volume = {158},
number = {7},
pages = {769-782},
}