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
Pages :
10
From page :
1045
To page :
1054
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
Serial Year :
2003
Journal title :
Chaos, Solitons and Fractals
Record number :
900521
Link To Document :
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