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Three fuzzy goal programming models for index portfolios
Wu, Liang-chuan; Tsai, I-chan - In: Journal of the Operational Research Society : OR 65 (2014) 8, pp. 1155-1169
Persistent link: https://www.econbiz.de/10010386753
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Modeling asset allocation and liability composition for Indian banks
Viswanathan, P. K.; Ranganatham, M.; Balasubramanian, G. - In: Managerial finance 40 (2014) 7, pp. 700-723
Persistent link: https://www.econbiz.de/10010391092
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A sequential goal programming model with fuzzy hierarchies to sustainable and responsible portfolio selection problem
Bilbao Terol, Amelia; Arenas-Parra, Mar; … - In: Journal of the Operational Research Society : OR 67 (2016) 10, pp. 1259-1273
Persistent link: https://www.econbiz.de/10011590574
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Multiple criteria decision making and goal programming for optimal venture capital investments and portfolio management
Colapinto, Cinzia; La Torre, Davide - In: Multiple criteria decision making in finance, insurance …, (pp. 9-30). 2015
Persistent link: https://www.econbiz.de/10011374152
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Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization pro...
Liagkouras, K.; Metaxiotis, K.; Zeng, Bo; Prokopyev, Oleg - In: Advances in theoretical and practical combinatorial …, (pp. 119-137). 2019
Persistent link: https://www.econbiz.de/10011999571
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Asset allocation with multiple analysts' views : a robust approach
Lu, I-Chen; Tee, Kaihong; Li, Baibing - In: The journal of asset management 20 (2019) 3, pp. 215-228
Persistent link: https://www.econbiz.de/10012059802
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Bi-objective mean-variance method based on Chebyshev inequality bounds for multi-objective stochastic problems
Mahdiraji, Hannan Amoozad; Hajiagha, Seyed Hossein Razavi; … - In: RAIRO / Operations research 52 (2018) 4/5, pp. 1201-1217
Persistent link: https://www.econbiz.de/10011987285
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A credibilistic mean-semivariance-PER portfolio selection model for Latin America
García, Fernando; González-Bueno, Jairo; Oliver, Javier; … - In: Journal of business economics and management 20 (2019) 2, pp. 225-243
Many real-world problems in the financial sector have to consider different objectives which are conflicting, for example portfolio selection. Markowitz proposed an approach to determine the optimal composition of a portfolio analysing the trade-off between return and risk. Nevertheless, this...
Persistent link: https://www.econbiz.de/10012175679
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A fuzzy multi-objective programming approach for determination of resilient supply portfolio under supply failure risks
Lee, Shyh-hwang - In: Journal of purchasing and supply management 23 (2017) 3, pp. 211-220
Persistent link: https://www.econbiz.de/10011731282
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Applicability of fuzzy TOPSIS method in optimal portfolio selection and an application in BIST
Ece, Oguzhan; Uludağ, Ahmet Serhat - In: International journal of economics and finance 9 (2017) 10, pp. 107-127
Persistent link: https://www.econbiz.de/10011763832