کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
477805 1446197 2007 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Two new models for portfolio selection with stochastic returns taking fuzzy information
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر علوم کامپیوتر (عمومی)
پیش نمایش صفحه اول مقاله
Two new models for portfolio selection with stochastic returns taking fuzzy information
چکیده انگلیسی

This paper proposes two new models for portfolio selection in which the security returns are stochastic variables with fuzzy information. A hybrid intelligent algorithm is designed to solve the optimization problem which is otherwise hard to solve with the existing algorithms due to the complexity of the return variables. To illustrate the modelling idea and to show the effectiveness of the proposed approach, two numerical examples are provided.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: European Journal of Operational Research - Volume 180, Issue 1, 1 July 2007, Pages 396–405
نویسندگان
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