Login / Signup
An integrated multi-objective Markowitz-DEA cross-efficiency model with fuzzy returns for portfolio selection problem.
Zahra Mashayekhi
Hashem Omrani
Published in:
Appl. Soft Comput. (2016)
Keyphrases
</>
multi objective
probability distribution
formal model
statistical model
multi criteria
management system
computational intelligence
parameter estimation
computational model
neural network
knowledge base
hidden markov models
portfolio selection