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Fuzzy portfolio optimization a quadratic programming approach

โœ Scribed by E. Ammar; H.A. Khalifa

Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
126 KB
Volume
18
Category
Article
ISSN
0960-0779

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โœฆ Synopsis

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.

๐Ÿ“œ SIMILAR VOLUMES

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