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Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments.
Mukesh Kumar Mehlawat
Arun Kumar
Sanjay Yadav
Wei Chen
Published in:
Inf. Sci. (2018)
Keyphrases
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goal programming
multi objective
data envelopment analysis
portfolio selection
neural network
artificial intelligence
expert systems
special case
np hard
decision support system
theoretical framework
multiple objectives
portfolio optimization