Browsing AURA by Author "Guo, Haifeng"
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Fuzzy investment portfolio selection models based on interval analysis approach
Guo, Haifeng; Sun, BaiQing; Karimi, Hamid Reza; Ge, Yuanjing; Jin, Weiquan (Journal article; Peer reviewed, 2012)This paper employs fuzzy set theory to solve the unintuitive problem of the Markowitz mean-variance (MV) portfolio model and extend it to a fuzzy investment portfolio selection model. Our model establishes intervals for ...