A fuzzy goal programming approach to portfolio selection

DOI10.1016/S0377-2217(00)00298-8zbMath0992.90085OpenAlexW1995681262MaRDI QIDQ5946144

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Publication date: 14 October 2001

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(00)00298-8

zbMATH Keywords

goal programmingfuzzy numberfuzzy programmingoptimum portfolioportfolio selection

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

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