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- W38827789 abstract "We present a fuzzy version of the efficient portfolio se- lection problem which adds to the Markowitz's classical model the vagueness of the investor's preferences about the assumed risk. This is done by adapting some techniques previously applied by the au- thors in other logistic problems. We provide several procedures to solve it: an exact one and a hybrid meta-heuristic procedure more adequate for medium and large-sized problems. To show the usefull- ness of the model and the algorithms, we provide an example based on data from the Spanish index IBEX35." @default.
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- W38827789 date "2009-01-01" @default.
- W38827789 modified "2023-09-26" @default.
- W38827789 title "A Hybrid Meta-Heuristic to Solve the Portfolio Selection Problem" @default.
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