Ordered weighted averaging aggregation method for portfolio selection

MaRDI QIDQ2571169zbMATH OpenFDO

Authors Shancun Liu, Wan-hua Qiu

Publication date 1 November 2005

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

zbMATH Keywords

game-theoretical portfolio selection

Mathematics Subject Classification ID

Portfolio theory (91G10) Mixed integer programming (90C11)

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Cited in

(1)

• Selecting the best of portfolio using OWA operator weights in cross efficiency-evaluation

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