A novel portfolio selection model based on fuzzy goal programming with different importance and priorities.
Ozan KocadagliRidvan KeskinPublished in: Expert Syst. Appl. (2015)
Keyphrases
- goal programming
- portfolio selection
- multiple objectives
- multiple criteria decision making
- mathematical programming
- multi objective
- robust optimization
- multi criteria
- financial markets
- pareto optimal
- multi objective optimization
- data mining
- data envelopment analysis
- lower bound
- fuzzy clustering
- control system
- analytic hierarchy process
- conflicting objectives
- multi criteria decision making
- neural network
- optimal portfolio