A fuzzy goal programming approach to portfolio selection.
Mar Arenas ParraAmelia Bilbao-TerolMaria Victoria Rodríguez UríaPublished in: Eur. J. Oper. Res. (2001)
Keyphrases
- goal programming
- portfolio selection
- multiple objectives
- multiple criteria decision making
- mathematical programming
- multi objective
- robust optimization
- multi criteria
- financial markets
- data envelopment analysis
- conflicting objectives
- evolutionary algorithm
- multi objective optimization
- pareto optimal
- bi objective
- optimal portfolio
- analytic hierarchy process
- data mining
- fuzzy logic
- long term
- neural network