Mathematical Approaches for Fuzzy Portfolio Selection Problems with Normal Mixture Distributions
作者： Takashi Hasuike , Hiroaki Ishii
DOI: 10.1007/978-3-642-13935-2_19
关键词:
摘要: This chapter considers some versatile portfolio selection models with general normal mixture distributions and fuzzy or interval numbers. Then, these mathematical approaches to obtain the optimal are developed. Furthermore, in order compare our proposed standard represent advantage of models, a numerical example is provided.
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