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

DOI10.31801/CFSUASMAS.467286MaRDI QIDQ5084540zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3943488 (Why is no real title available?)
• A dual approach to solve the fuzzy linear programming problem
• A fuzzy control model (FCM) for dynamic portfolio management
• A fuzzy extension of analytic hierarchy process based on the constrained fuzzy arithmetic
• A method for solving linear programming with interval-valued trapezoidal fuzzy variables
• A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios
• A survey of defuzzification strategies
• Fuzzy linear programming problems with fuzzy numbers
• Fuzzy portfolio selection using fuzzy analytic hierarchy process
• Fuzzy stock selection using a new fuzzy ranking and weighting algorithm
• Linear, Integer, Separable and Fuzzy Programming Problems: A Unified Approach towards Reformulation
• PORTFOLIO OPTIMIZATION UNDER PARAMETER UNCERTAINTY USING THE RISK AVERSION FORMULA
• Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
• Project selection by constrained fuzzy AHP
• Some extensions of fuzzy linear programming

Cited in

(4)

• scientific article; zbMATH DE number 1293544 (Why is no real title available?)
• 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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