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A Credibilistic Multiobjective Multiperiod Efficient Portfolio Selection Approach Using Data Envelopment Analysis.
Arun Kumar
Sanjay Yadav
Pankaj Gupta
Mukesh Kumar Mehlawat
Published in:
IEEE Trans. Engineering Management (2023)
Keyphrases
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data envelopment analysis
portfolio selection
multi objective
efficient frontier
input output
multiple objectives
robust optimization
multi criteria
dea models
evolutionary algorithm
multiobjective optimization
objective function
probability distribution
particle swarm optimization
multi objective optimization