Fuzzy multi-period portfolio selection optimization models using multiple criteria.

Yong-Jun Liu Wei-Guo Zhang Weijun Xu

Published in: Autom. (2012)

Keyphrases

multiple criteria
portfolio selection
multi period
multi criteria
decision problems
decision makers
mathematical programming
multi attribute
fuzzy sets
optimization problems
machine learning
multiple objectives
fuzzy logic
data envelopment analysis
robust optimization
probabilistic model
multi objective