A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control

Title
A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control
Authors
Keywords
-
Journal
FUZZY SETS AND SYSTEMS
Volume 246, Issue -, Pages 107-126
Publisher
Elsevier BV
Online
2013-09-18
DOI
10.1016/j.fss.2013.09.002

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