A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms
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Publication:2318256
DOI10.1007/s00500-018-3094-0zbMath1418.91481OpenAlexW2790100028MaRDI QIDQ2318256
Xiang Li, Saibal Majumder, Mohuya B. Kar, Samarjit Kar, Sini Guo
Publication date: 14 August 2019
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-018-3094-0
Sharpe ratiocredibility measurePareto solutionsfuzzy portfolio selectionmulti-objective genetic algorithmsvalue at risk ratio
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Uses Software
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