A credibilistic multiobjective multiperiod efficient portfolio selection approach using data envelopment analysis
Arun Kumar, Sanjay Yadav, Pankaj Gupta, and Mukesh Kumar Mehlawat
| Year of publication: |
2023
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| Authors: | Kumar, Arun ; Yadav, Sanjay ; Gupta, Pankaj ; Mehlawat, Mukesh Kumar |
| Published in: |
IEEE transactions on engineering management : EM. - New York, NY : IEEE, ISSN 0018-9391, ZDB-ID 160438-7. - Vol. 70.2023, 6, p. 2334-2348
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| Subject: | Credibility measure | fuzzy portfolio selection | multiobjective portfolio selection (MOPS) | multiperiod data envelopment analysis (DEA) | multiperiod efficient portfolio selection (MPEPS) | Portfolio-Management | Portfolio selection | Data-Envelopment-Analyse | Data envelopment analysis | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Mathematische Optimierung | Mathematical programming | Fuzzy-Set-Theorie | Fuzzy sets |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1109/TEM.2021.3072543 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014314728