A stochastic soft constraints fuzzy model for a portfolio selection problem
作者： V. Lacagnina , A. Pecorella
DOI: 10.1016/J.FSS.2005.10.002
关键词:
摘要: The financial market behavior is affected by several non-probabilistic factors such as vagueness and ambiguity. In this paper we develop a multistage stochastic soft constraints fuzzy program with recourse in order to capture both uncertainty imprecision well solve portfolio management problem. results obtained confirm the studies carried out literature addressed integrate possibilistic programming.
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