Asset portfolio optimization using fuzzy mathematical programming

DOI10.1016/j.ins.2007.10.025zbMath1132.91464OpenAlexW2046543041MaRDI QIDQ2476800

Pankaj Gupta, Anand Saxena, Mukesh Kumar Mehlawat

Publication date: 12 March 2008

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2007.10.025

zbMATH Keywords

fuzzy setsriskportfolio selectionmulti criteria decision makingfuzzy mathematical programmingsemi-absolute deviation

Mathematics Subject Classification ID

Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

Related Items (34)

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Uses Software

• LINDO

Cites Work

• Unnamed Item
• Unnamed Item
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