Viability of infeasible portfolio selection problems: A fuzzy approach

Abstract

This paper deals with fuzzy optimization schemes for managing a portfolio in the framework of risk–return trade-off. Different models coexist to select the best portfolio according to their respective objective functions and many of them are linearly constrained. We are concerned with the infeasible instances of such models. This infeasibility, usually… (More)
DOI: 10.1016/S0377-2217(01)00175-8

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