Fuzzy multi period portfolio selection with different rates for borrowing and lending.
Seyed Jafar SadjadiSeyed Mohammad SeyedhosseiniKh. HassanlouPublished in: Appl. Soft Comput. (2011)
Keyphrases
- portfolio selection
- multi period
- production planning
- facility location problem
- planning horizon
- data envelopment analysis
- fuzzy sets
- multi item
- routing problem
- lot sizing
- fuzzy logic
- robust optimization
- multiple objectives
- total cost
- facility location
- dynamic programming
- fuzzy numbers
- integer programming
- supply chain