Concepedia

A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns

Xiang Li, Yang Zhang, Hau−San Wong, Zhongfeng Qin

Journal of Computational and Applied Mathematics · 2009 · 74 citations · 51 references

Concepts

BusinessFinanceFinancial ManagementFinancial EconomicsOptimizationPortfolio ManagementOptimization TheoryPortfolio AnalyticsPortfolio OptimizationPortfolio SelectionPortfolio TheoryRisk-return AnalysisFuzzy Portfolio SelectionPortfolio Choice TheoryPortfolio Selection TheoryReturn-risk Trade-off Analysis

References

51

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Natural Sciences, Mathematics, Philosophy Of Mathematics +7

Portfolio Selection: Efficient Diversification of Investments

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Business, Finance, Financial Management +14

Expected value of fuzzy variable and fuzzy expected value models

Baoding Liu · IEEE Transactions on Fuzzy Systems · 2002 · 1.8K citations

Computing, Computer Science, Artificial Intelligence +16