Wei-Guo Zhang, Yong-jun Liu, Weijun Xu. A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control. Fuzzy Sets and Systems, 246:107-126, 2014. [doi]
@article{ZhangLX14-1,
title = {A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control},
author = {Wei-Guo Zhang and Yong-jun Liu and Weijun Xu},
year = {2014},
doi = {10.1016/j.fss.2013.09.002},
url = {http://dx.doi.org/10.1016/j.fss.2013.09.002},
researchr = {https://researchr.org/publication/ZhangLX14-1},
cites = {0},
citedby = {0},
journal = {Fuzzy Sets and Systems},
volume = {246},
pages = {107-126},
}