A Novel Pseudoconvex Programming Approach for Multi-criteria Fuzzy Portfolio Optimization with Uncertainty Ratio

Lecture notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering 2026

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Authors: Nguyen Khac Trung, Nguyen Thi Xuan Hoa, Thai Minh HANH, Cu Xuan Quoc, Le Viet Bach, Tran Ngoc Thang
DOI: 10.1007/978-3-032-14055-5_15
Cited by: 0
References: 20

Fields of Study & Subjects

Risk and Portfolio Optimization Advanced Multi-Objective Optimization Algorithms Stochastic Gradient Optimization Techniques

Publication details

Journal / source
Lecture notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering
Pages
218–231
Publication date
1 January 2026
Language
EN