Solving portfolio selection models with uncertain returns using an artificial neural network scheme

Title
Solving portfolio selection models with uncertain returns using an artificial neural network scheme
Authors
Keywords
Uncertain variables, Portfolio selection, Mean-variance, Crisp equivalent programming, Neural network, Stability, Convergent
Journal
APPLIED INTELLIGENCE
Volume 42, Issue 4, Pages 609-621
Publisher
Springer Nature
Online
2014-12-03
DOI
10.1007/s10489-014-0616-z

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