Fuzzy multi-period portfolio selection with different investment horizons.
Sini GuoLean YuXiang LiSamarjit KarPublished in: Eur. J. Oper. Res. (2016)
Keyphrases
- portfolio selection
- multi period
- planning horizon
- portfolio management
- optimal portfolio
- production planning
- lot sizing
- portfolio optimization
- expected cost
- facility location problem
- supply chain
- total cost
- lead time
- fuzzy logic
- long run
- data envelopment analysis
- robust optimization
- routing problem
- fuzzy sets
- service level
- multiple objectives
- multi item
- production system
- infinite horizon
- financial markets
- random variables
- genetic algorithm
- fuzzy numbers
- expected utility
- lot size
- short term
- linear programming
- production cost