A Class of Chance Constrained Multi-objective Portfolio Selection Model Under Fuzzy Random Environment

2011 ◽  
Vol 150 (3) ◽  
pp. 530-552 ◽  
Author(s):  
Jiuping Xu ◽  
Xiaoyang Zhou ◽  
Steven Li
Keyword(s):  
Portfolio Selection ◽  
Random Environment ◽  
Selection Model ◽  
Multi Objective ◽  
Portfolio Selection Model ◽  
Fuzzy Random

Optimization Of Mean-Semivariance-Skewness Portfolio Selection Model In Fuzzy Random Environment

2010 ◽  
Author(s):  
Amitava Chatterjee ◽  
Rupak Bhattacharyya ◽  
Supratim Mukherjee ◽  
Samarjit Kar ◽  
Swapan Paruya ◽  
...  
Keyword(s):  
Portfolio Selection ◽  
Random Environment ◽  
Selection Model ◽  
Portfolio Selection Model ◽  
Fuzzy Random
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