Credibilistic portfolio optimization with higher-order moments using coherent triangular fuzzy numbers.
Pawan Kumar MandalManoj ThakurGarima MittalPublished in: Appl. Soft Comput. (2024)
Keyphrases
- portfolio optimization
- higher order
- triangular fuzzy numbers
- fuzzy numbers
- portfolio selection
- portfolio management
- problems involving
- factor analysis
- stock market
- optimization methods
- risk management
- bi objective
- robust optimization
- high order
- analytic hierarchy process
- fuzzy sets
- stock exchange
- stock price
- discriminant analysis
- neural network
- non stationary
- pattern recognition