Fuzzy Chance-Constrained Integer Programming Models for Portfolio Investment Selection and Optimization Under Uncertainty

Portfolio investment optimization is the process of selecting the best portfolio out of the set of all projects being considered. A high financial return is not the only concern since minimization of associated risk is as important. Its objective should be set to maximize the expected return and min...

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Vydáno v:	International journal of knowledge and systems science (Hershey, Pa.) Ročník 11; číslo 3; s. 33 - 58
Hlavní autoři:	Chiadamrong, Navee, Srizongkhram, Shayarath, Manitayakul, Kittitath, Suthamanondh, Pisacha
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Hershey IGI Global 01.07.2020
Témata:	Algorithms Credibility Discounted cash flow Fuzzy logic Fuzzy sets Integer programming Investment analysis Linear programming Literature reviews Mathematical optimization Mathematical programming Optimization algorithms Optimization models Portfolio investments Portfolio management Present value Risk Systems science Thailand
ISSN:	1947-8208, 1947-8216
On-line přístup:	Získat plný text
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