An integrated fuzzy-grey relational analysis approach to portfolio optimization.

Mehlawat, Mukesh Kumar; Gupta, Pankaj; Khan, Ahmad Zaman

Mehlawat, Mukesh Kumar; Gupta, Pankaj; Khan, Ahmad Zaman.

Afiliación

Mehlawat MK; Department of Operational Research, University of Delhi, New Delhi, 110007 India.
Gupta P; Department of Operational Research, University of Delhi, New Delhi, 110007 India.
Khan AZ; Present Address: Flat No. - 01, Kamayani Kunj Apartment, Indra Prastha Extension, Delhi, 110092 India.

Appl Intell (Dordr) ; 53(4): 3804-3835, 2023.

Article en En | MEDLINE | ID: mdl-35668824

Palabras clave

Credibility theory; Fuzzy set theory; Genetic algorithm; Grey incidence analysis; Multi-objective programming; Portfolio optimization

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Texto completo: 1 Colección: 01-internacional Banco de datos: MEDLINE Idioma: En Revista: Appl Intell (Dordr) Año: 2023 Tipo del documento: Article

Texto completo

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XML

PubMed Links

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Texto completo: 1 Colección: 01-internacional Banco de datos: MEDLINE Idioma: En Revista: Appl Intell (Dordr) Año: 2023 Tipo del documento: Article