• DocumentCode
    3727492
  • Title

    Portfolio selection models based on interval numbers

  • Author

    Chunquan Li; Dingcheng Wang; Jianhua Jin

  • Author_Institution
    School of Mathematical Sciences, University of Electronic, Science and Technology of China, Chengdu, 611731, China
  • fYear
    2015
  • Firstpage
    349
  • Lastpage
    353
  • Abstract
    This paper establishes a new model for portfolio selection in which the returns and risk of assets are treated as interval numbers respectively. We develop an algorithm for solving portfolio selection problems, which can be transformed to a classical linear programming. The method obtained is illustrated by a case study.
  • Keywords
    "Portfolios","Gold","Linear programming","Chlorine","Investment","Optimization","Programming"
  • Publisher
    ieee
  • Conference_Titel
    Natural Computation (ICNC), 2015 11th International Conference on
  • Electronic_ISBN
    2157-9563
  • Type

    conf

  • DOI
    10.1109/ICNC.2015.7378015
  • Filename
    7378015
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3727492