Minimax mean-variance models for fuzzy portfolio selection - Huang, Xiaoxia (Soft computing (Berlin, Germany), 2011)
Keywords: Algorithms; Artificial Intelligence; Computational Intelligence; Control; Credibility; Engineering; Expected values; Fuzzy sets; Investors; Linear programming; Mathematical Logic and Foundations; Mechatronics; Minimax technique; Original Paper; Random variables; Robotics; Variance; Portfolio optimization; Investment analysis; Fuzzy programming; Minimax model; Fuzzy portfolio selection