Fuzzy portfolio selection with non-financial goals: exploring the efficient frontier

DOI10.1007/s10479-014-1561-2zbMath1349.91241WikidataQ57512582 ScholiaQ57512582MaRDI QIDQ342778

Vicente Liern, Carlos Ivorra, Clara Calvo

Publication date: 18 November 2016

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-014-1561-2

zbMATH Keywords

fuzzy sets; efficient frontier; socially responsible investment; multi-criteria portfolio selection

Mathematics Subject Classification ID

90C70: Fuzzy and other nonstochastic uncertainty mathematical programming

91G10: Portfolio theory

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