A Fuzzy Goal Programming Model for Efficient Portfolio Selection.

A Fuzzy Goal Programming Model for Efficient Portfolio Selection.

This paper considers a multi-objective portfolio selection problem imposed by gaining of portfolio, divided yield and risk control in an ambiguous investment environment, in which the return and risk are characterized by probabilistic numbers. Based on the theory of possibility, a new multi-objectiv...

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Bibliographic Details
Main Authors:	Abolfazl Kazemi, Ali Shakourloo, Alireza Alinezhad
Format:	Article
Language:	English
Published:	Islamic Azad University, Qazvin Branch 2017-04-01
Series:	Journal of Optimization in Industrial Engineering
Subjects:	Multi-objective portfolio selection Theory of possibility Fuzzy goal programming model
Online Access:	http://www.qjie.ir/article_277_556ee6a89ccd94f66149ffc242a1e9ba.pdf

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