A fuzzy goal programming approach to portfolio selection
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Publication:5946144
DOI10.1016/S0377-2217(00)00298-8zbMath0992.90085OpenAlexW1995681262MaRDI QIDQ5946144
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Publication date: 14 October 2001
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-2217(00)00298-8
Multi-objective and goal programming (90C29) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)
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