A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms (Q2318256)
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scientific article; zbMATH DE number 7094109
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| English | A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms |
scientific article; zbMATH DE number 7094109 |
Statements
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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0.8297122716903687
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0.8178969025611877
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0.8055471181869507
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0.7957936525344849
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0.7933285236358643
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