A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms (Q2318256)
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English | A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms |
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A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms (English)
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14 August 2019
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fuzzy portfolio selection
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Sharpe ratio
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value at risk ratio
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credibility measure
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multi-objective genetic algorithms
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Pareto solutions
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