Fuzzy Portfolio Selection with Flexible Optimization via Quasiconvex Programming

EasyChair Preprint no. 7823, version history

Tran Thi Thanh Tuoi, Truong Tuan Khang, Nguyen Thi Ngoc Anh and Trần Ngọc Thăng

Version	Date	Pages	Version notes
1	April 21, 2022	10	—
2	May 23, 2022	10	check

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

BibTeX entry

BibTeX does not have the right entry for preprints. This is a hack for producing the correct reference:

@Booklet{EasyChair:7823,
  author = {Tran Thi Thanh Tuoi and Truong Tuan Khang and Nguyen Thi Ngoc Anh and Tran Ngoc Thang},
  title = {Fuzzy Portfolio Selection with Flexible Optimization via Quasiconvex Programming},
  howpublished = {EasyChair Preprint no. 7823},

  year = {EasyChair, 2022}}