Portfolio selection: a fuzzy-ANP approach

Portfolio selection: a fuzzy-ANP approach

Abstract This study developed specific criteria and a fuzzy analytic network process (FANP) to assess and select portfolios on the Tehran Stock Exchange (TSE). Although the portfolio selection problem has been widely investigated, most studies have focused on income and risk as the main decision-mak...

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Bibliographic Details
Main Authors: Masoud Rahiminezhad Galankashi, Farimah Mokhatab Rafiei, Maryam Ghezelbash
Format: Article
Language:English
Published: SpringerOpen 2020-02-01
Series:Financial Innovation
Subjects:
Portfolio selection
Financial engineering
Fuzzy analytic network process (FANP)
Multiple-criteria decision-making (MCDM)
Online Access:http://link.springer.com/article/10.1186/s40854-020-00175-4

Internet

http://link.springer.com/article/10.1186/s40854-020-00175-4

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