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Mathematical Problems in Engineering
Volume 2011, Article ID 263240, 15 pages
http://dx.doi.org/10.1155/2011/263240
Research Article

Fuzzy Portfolio Selection Problem with Different Borrowing and Lending Rates

School of Information, Capital University of Economics and Business, Beijing 100070, China

Received 18 February 2011; Revised 27 April 2011; Accepted 29 May 2011

Academic Editor: Jyh Horng Chou

Copyright © 2011 Wei Chen et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Citations to this Article [8 citations]

The following is the list of published articles that have cited the current article.

  • Shan Lu, “Study on Enterprise Informatization Evaluation Index System,” 2014 International Conference on Management of e-Commerce and e-Government, pp. 192–195, . View at Publisher · View at Google Scholar
  • Meng-Rong Sun, and Chen Wei, “An artificial bee colony algorithm for fuzzy portfolio model with concave transaction costs,” International Conference on Management Science and Engineering - Annual Conference Proceedings, pp. 400–405, 2013. View at Publisher · View at Google Scholar
  • Xiaoqing Wang, “Review on the Research for Separated Continuous Linear Programming: With Applications on Service Operations,” Mathematical Problems in Engineering, vol. 2013, pp. 1–9, 2013. View at Publisher · View at Google Scholar
  • Shan Lu, and Yi Ping Yang, “The researches of enterprise informatization upgrade investment resource allocation,” Applied Mechanics and Materials, vol. 385-386, pp. 1843–1847, 2013. View at Publisher · View at Google Scholar
  • Wei Chen, Hui Ma, Yiping Yang, and Mengrong Sun, “Application of Artificial Bee Colony Algorithm to Portfolio Adjustment Problem with Transaction Costs,” Journal of Applied Mathematics, vol. 2014, pp. 1–12, 2014. View at Publisher · View at Google Scholar
  • Wei Chen, “An Artificial Bee Colony Algorithm for Uncertain Portfolio Selection,” The Scientific World Journal, vol. 2014, pp. 1–12, 2014. View at Publisher · View at Google Scholar
  • Wei Chen, “Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem,” Physica A: Statistical Mechanics and its Applications, 2015. View at Publisher · View at Google Scholar
  • Carla Nardelli, and Marco Corazza, “Possibilistic mean–variance portfolios versus probabilistic ones: the winner is..,” Decisions in Economics and Finance, 2019. View at Publisher · View at Google Scholar