Work

A class of linear interval programming problems and its application to portfolio selection

Year: 2002

Type: article

Source: IEEE Transactions on Fuzzy Systems

DOI: 10.1109/tfuzz.2002.805902

Authors: K.K. Lai, S.Y. Wang, J.P. Xu, S.S. Zhu, Y. Fang

Institutions: City University of Hong Kong, Chinese Academy of Sciences, Academy of Mathematics and Systems Science, Sichuan University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2170914403

FWCI: 1.097

Cites: 21

Cited by: 161

Related to: 10