This chapter considers some versatile portfolio selection models with general normal mixture distributions and fuzzy or interval numbers. Then, these mathematical approaches to obtain the optimal portfolio are developed. Furthermore, in order to compare our proposed models with standard models and represent the advantage of our proposed models, a numerical example is provided.
|Title of host publication||Studies in Fuzziness and Soft Computing|
|Number of pages||17|
|Publication status||Published - 2010|
|Name||Studies in Fuzziness and Soft Computing|
ASJC Scopus subject areas
- Computer Science (miscellaneous)
- Computational Mathematics