Application of PSO algorithm to portfolio optimization problem with fuzzy returns

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作者
Yang, Ling [1 ,2 ]
Chen, Wei [3 ]
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[1] School of Economics and Management, Beijing Jiaotong University, Beijing 100044, China
[2] Publishing Press, Capital University of Economics and Business, Beijing 100026, Beijing, China
[3] School of Information, Capital University of Economics and Business, Beijing 100070, China
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页码:855 / 861
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