Decision making for portfolio selection by fuzzy multi-criteria linear programming

DOI10.31801/CFSUASMAS.467286zbMATH Open1489.91229OpenAlexW2966576197MaRDI QIDQ5084540FDOQ5084540

Authors: Serkan Akbaş, Türkan Erbay Dalkılıç 

Publication date: 27 June 2022

Published in: Communications Faculty Of Science University of Ankara Series A1Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.31801/cfsuasmas.467286

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zbMATH Keywords

linear programmingportfolio selectiontrapezoidal fuzzy numbersmulti-criteria decision makinganalytic hierarchy process

Mathematics Subject Classification ID

Linear programming (90C05) Portfolio theory (91G10) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

Cites Work

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• Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
• A fuzzy extension of analytic hierarchy process based on the constrained fuzzy arithmetic
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• Fuzzy portfolio selection using fuzzy analytic hierarchy process
• A fuzzy control model (FCM) for dynamic portfolio management
• A survey of defuzzification strategies
• Fuzzy linear programming problems with fuzzy numbers
• Fuzzy stock selection using a new fuzzy ranking and weighting algorithm
• A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios
• Some extensions of fuzzy linear programming
• Linear, Integer, Separable and Fuzzy Programming Problems: A Unified Approach towards Reformulation
• PORTFOLIO OPTIMIZATION UNDER PARAMETER UNCERTAINTY USING THE RISK AVERSION FORMULA

Cited In (4)

• Title not available (Why is that?)
• Multi-criteria group decision-making for portfolio allocation with consensus reaching process under interval type-2 fuzzy environment
• Project selection using fuzzy linear programming model
• \( q \)-rung orthopair fuzzy normed spaces and statistical convergence

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