A fuzzy interactive approach for optimal portfolio management

DOI10.1007/s12597-009-0005-2zbMath1189.91192MaRDI QIDQ980516

Krishna Pratap Singh, Kusum Deep, M. L. Kansal, Cruz Mohan

Publication date: 29 June 2010

Published in: Opsearch (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12597-009-0005-2

zbMATH Keywords

genetic algorithm; portfolio management; interactive method

Mathematics Subject Classification ID

90C29: Multi-objective and goal programming

90C70: Fuzzy and other nonstochastic uncertainty mathematical programming

91G10: Portfolio theory

Related Items

Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization

Cites Work

• Unnamed Item
• On a local-search heuristic for a class of tracking error minimization problems in portfolio management
• A real coded genetic algorithm for solving integer and mixed integer optimization problems
• Particle swarm optimization approach to portfolio optimization
• Portfolio optimization with an envelope-based multi-objective evolutionary algorithm
• Fuzzy sets as a basis for a theory of possibility
• Heuristic algorithms for the portfolio selection problem with minimum transaction lots
• Simulated annealing for complex portfolio selection problems.
• An MCDM approach to portfolio optimization.
• Fuzzy portfolio optimization a quadratic programming approach
• Heuristics for cardinality constrained portfolio optimization
• Portfolio rebalancing model with transaction costs based on fuzzy decision theory
• Asset portfolio optimization using fuzzy mathematical programming
• Improving portfolio efficiency: a genetic algorithm approach
• Decision-Making in a Fuzzy Environment
• A fuzzy goal programming approach to portfolio selection