A novel fuzzy dominant goal programming for portfolio selection with systematic risk and non-systematic risk.

Xue Deng Yongkang Yuan

Published in: Soft Comput. (2021)

Keyphrases

goal programming
portfolio selection
portfolio optimization
portfolio management
multiple criteria decision making
multiple objectives
risk management
mathematical programming
optimal portfolio
decision making
multi criteria
credit risk
neural network
multi objective
fuzzy logic