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"Computational Methods for Investment Portfolio: The Use of Fuzzy Measures ..."

Tanja Magoc et al. (2009)

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DOI: 10.1007/978-3-642-01533-5_6

access: closed

type: Part in Book or Collection

metadata version: 2017-05-16

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Tanja Magoc, François Modave, Martine Ceberio, Vladik Kreinovich:
Computational Methods for Investment Portfolio: The Use of Fuzzy Measures and Constraint Programming for Risk Management. Foundations of Computational Intelligence (2) 2009: 133-173

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