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Author:Truong Tuan Khang

Publications
Fuzzy Portfolio Selection with Flexible Optimization via Quasiconvex Programming
Tran Thi Thanh Tuoi, Truong Tuan Khang, Nguyen Thi Ngoc Anh and Trần Ngọc Thăng
EasyChair Preprint no. 7823

Keyphrases

Flexible optimization, Fuzzy portfolio selection, Semistrictly quasiconvex programming, Sharpe ratio, soft constraints.

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