A fuzzy interactive approach for optimal portfolio management
From MaRDI portal
Publication:980516
DOI10.1007/s12597-009-0005-2zbMath1189.91192MaRDI QIDQ980516
Kusum Deep, Krishna Pratap Singh, M. L. Kansal, Cruz Mohan
Publication date: 29 June 2010
Published in: Opsearch (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12597-009-0005-2
90C29: Multi-objective and goal programming
90C70: Fuzzy and other nonstochastic uncertainty mathematical programming
91G10: Portfolio theory
Cites Work
- Unnamed Item
- On a local-search heuristic for a class of tracking error minimization problems in portfolio management
- A real coded genetic algorithm for solving integer and mixed integer optimization problems
- Particle swarm optimization approach to portfolio optimization
- Portfolio optimization with an envelope-based multi-objective evolutionary algorithm
- Fuzzy sets as a basis for a theory of possibility
- Heuristic algorithms for the portfolio selection problem with minimum transaction lots
- Simulated annealing for complex portfolio selection problems.
- An MCDM approach to portfolio optimization.
- Fuzzy portfolio optimization a quadratic programming approach
- Heuristics for cardinality constrained portfolio optimization
- Portfolio rebalancing model with transaction costs based on fuzzy decision theory
- Asset portfolio optimization using fuzzy mathematical programming
- Improving portfolio efficiency: a genetic algorithm approach
- Decision-Making in a Fuzzy Environment
- A fuzzy goal programming approach to portfolio selection
