A novel mean-variance-maverick DEA prospect cross-efficiency approach for fuzzy portfolio selection.

Xue Deng Wen Fang

Published in: J. Intell. Fuzzy Syst. (2019)

Keyphrases

portfolio selection
portfolio optimization
multistage stochastic
portfolio management
robust optimization
fuzzy sets
financial markets
data envelopment analysis
multiple objectives
dea model
data mining
artificial intelligence
text classification
multi criteria