Fuzzy Multi-Objective Portfolio Optimization Considering Investment Return and Investment Risk.
Shayarath SrizongkhramPisacha SuthamanondhKittitath ManitayakulKunio ShirahadaNavee ChiadamrongPublished in: Int. J. Fuzzy Syst. Appl. (2022)
Keyphrases
- portfolio optimization
- sharpe ratio
- portfolio management
- investment decisions
- multi objective
- bi objective
- portfolio selection
- problems involving
- stock market
- multiple objectives
- risk management
- robust optimization
- investment strategies
- optimization methods
- trading strategies
- factor analysis
- risk measures
- evolutionary algorithm
- multi objective optimization
- stock exchange
- risk averse
- neural network
- efficient solutions
- key factors
- stock price
- optimization algorithm
- objective function
- pareto optimal
- particle swarm optimization
- decision making