Title of article :
Fuzzy portfolio optimization a quadratic programming approach
Author/Authors :
Elsaid E. Ammar، نويسنده , , H.A. Khalifa، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2003
Abstract :
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.
Journal title :
Chaos, Solitons and Fractals
Journal title :
Chaos, Solitons and Fractals