Fuzzy Portfolio Selection Including Cardinality Constraints and Integer Conditions

  1. Calvo, C.
  2. Ivorra, C.
  3. Liern, V.
Journal:
Journal of Optimization Theory and Applications

ISSN: 1573-2878 0022-3239

Year of publication: 2016

Volume: 170

Issue: 1

Pages: 343-355

Type: Article

DOI: 10.1007/S10957-016-0902-5 GOOGLE SCHOLAR