Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem

W Chen - Physica A: Statistical Mechanics and its Applications, 2015 - Elsevier
In this paper, we discuss the portfolio optimization problem with real-world constraints under
the assumption that the returns of risky assets are fuzzy numbers. A new possibilistic mean …
被引用次数：110 相关文章

Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem

W Chen - Physica A Statistical Mechanics and its …, 2015 - ui.adsabs.harvard.edu
In this paper, we discuss the portfolio optimization problem with real-world constraints under
the assumption that the returns of risky assets are fuzzy numbers. A new possibilistic mean …

Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem

W Chen - Physica A: Statistical Mechanics and its …, 2015 - econpapers.repec.org
In this paper, we discuss the portfolio optimization problem with real-world constraints under
the assumption that the returns of risky assets are fuzzy numbers. A new possibilistic mean …

Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem

W Chen - Physica A: Statistical Mechanics and its Applications, 2015 - ideas.repec.org
In this paper, we discuss the portfolio optimization problem with real-world constraints under
the assumption that the returns of risky assets are fuzzy numbers. A new possibilistic mean …

Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem

W Chen - Physica A: Statistical Mechanics and its Applications, 2015 - infona.pl
In this paper, we discuss the portfolio optimization problem with real-world constraints under
the assumption that the returns of risky assets are fuzzy numbers. A new possibilistic mean …