Analytical Reduction Method for New Type-2 Fuzzy Chance-Constrained Portfolio Selection Model
In the traditional portfolio selection problem, asset returns are modeled as fuzzy variables with fuzzy return. However, this approach is limited in its ability to capture uncertainty accurately and in analytical model solving. Here, we aim to develop a new fuzzy chance-constrained portfolio model w...
| Main Authors: | , , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Springer
2021-05-01
|
| Series: | International Journal of Computational Intelligence Systems |
| Subjects: | |
| Online Access: | https://www.atlantis-press.com/article/125957074/view |