@article {IOPORT.05832474,
    author       = {Mago\v{c}, Tanja and Wang, Xiaojing and Modave, Fran\c{c}ois},
    title        = {Application of fuzzy measures and interval computation to financial portfolio selection.},
    year         = {2010},
    journal      = {International Journal of Intelligent Systems},
    volume       = {25},
    number       = {7},
    issn         = {0884-8173},
    pages        = {621-635},
    publisher    = {John Wiley \& Sons, Inc., New York, NY},
    doi          = {10.1002/int.20415},
    abstract     = {Summary: As many data-driven fields, finance is rich in problems requiring high computational power and intelligent systems techniques. In particular, the problem of selecting an optimal financial portfolio can be conveniently represented as a constrained optimization problem or a decision-making problem. The aim of this paper is to show how to express the optimal portfolio selection problem from a decision-theoretic perspective and show how to address this problem using fuzzy measures and fuzzy integrals.},
    identifier   = {05832474},
}