Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints
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Publication:6573347
DOI10.1007/S10479-024-05865-1zbMATH Open1545.91279MaRDI QIDQ6573347FDOQ6573347
Authors: A. Banerjee, H. K. Pradhan, Ahmet Sensoy, Frank J. Fabozzi, Biplab Mahapatra 
Publication date: 16 July 2024
Published in: Annals of Operations Research (Search for Journal in Brave)
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Management decision making, including multiple objectives (90B50) Decision theory (91B06) Portfolio theory (91G10) Mathematical economics and fuzziness (91B86)
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