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A stochastic programming approach to multicriteria portfolio optimization

✍ Scribed by Ceren Tuncer Şakar, Murat Köksalan

Book ID
120703805
Publisher
Springer US
Year
2012
Tongue
English
Weight
525 KB
Volume
57
Category
Article
ISSN
0925-5001

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📜 SIMILAR VOLUMES

Fuzzy portfolio optimization a quadratic
Fuzzy portfolio optimization a quadratic programming approach
✍ E. Ammar; H.A. Khalifa 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 126 KB

The topic of this paper is as, the title shows, to introduce the formulation of fuzzy portfolio optimization problem as a convex quadratic programming approach and then give an acceptable solution to such problem. A numerical example included in the support of this paper for illustration.