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A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs

Chen, Wei; Wang, Yun; Mehlawat, Mukesh Kumar - In: Recent advances in optimization theory and applications, (pp. 129-147). 2018

Persistent link: https://www.econbiz.de/10011943434

Investor-friendly and robust portfolio selection model integrating forecasts for financial tendency and risk-averse

Hasuike, Takashi; Mehlawat, Mukesh Kumar - In: Recent advances in optimization theory and applications, (pp. 205-221). 2018

Persistent link: https://www.econbiz.de/10011943524

Integrated grey relational analysis and multi objective grey linear programming for sustainable electricity generation planning

Malekpoor, Hanif; Chalvatzis, Konstantinos; Mishra, … - In: Recent advances in optimization theory and applications, (pp. 475-503). 2018

Persistent link: https://www.econbiz.de/10011943553

A risk index model for uncertain portfolio selection with background risk

Huang, Xiaoxia; Jiang, Guowei; Gupta, Pankaj; Mehlawat, … - In: Computers & operations research : and their … 132 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012595736

Expected value multiobjective portfolio rebalancing model with fuzzy parameters

Gupta, Pankaj; Mittal, Garima; Mehlawat, Mukesh Kumar - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 190-203

Persistent link: https://www.econbiz.de/10009736116

A credibilistic multiobjective multiperiod efficient portfolio selection approach using data envelopment analysis

Kumar, Arun; Yadav, Sanjay; Gupta, Pankaj; Mehlawat, … - In: IEEE transactions on engineering management : EM 70 (2023) 6, pp. 2334-2348

Persistent link: https://www.econbiz.de/10014314728

Multiobjective capacitated green vehicle routing problem with fuzzy time-distances and demands split into bags

Gupta, Pankaj; Govindan, Kannan; Mehlawat, Mukesh Kumar; … - In: International journal of production research 60 (2022) 8, pp. 2369-2385

Persistent link: https://www.econbiz.de/10013375388

Asset portfolio optimization using support vector machines and real-coded genetic algorithm

Gupta, Pankaj; Mehlawat, Mukesh Kumar; Mittal, Garima - In: Journal of global optimization : an international … 53 (2012) 2, pp. 297-316

Persistent link: https://www.econbiz.de/10009977851

Expected value multiobjective portfolio rebalancing model with fuzzy parameters

Gupta, Pankaj; Mittal, Garima; Mehlawat, Mukesh Kumar - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 190-203

Persistent link: https://www.econbiz.de/10010098496

CREDIBILITY-BASED FUZZY MATHEMATICAL PROGRAMMING MODEL FOR PORTFOLIO SELECTION UNDER UNCERTAINTY

MEHLAWAT, MUKESH KUMAR; GUPTA, PANKAJ - In: International Journal of Information Technology & … 13 (2014) 01, pp. 101-135

In this paper, we develop a hybrid bi-objective credibility-based fuzzy mathematical programming model for portfolio selection under fuzzy environment. To deal with imprecise parameters, we use a hybrid credibility-based approach that combines the expected value and chance constrained...

Persistent link: https://www.econbiz.de/10010748346