Multiobjective project portfolio selection with fuzzy constraints.
Fatima PerezT. GomezPublished in: Ann. Oper. Res. (2016)
Keyphrases
- portfolio selection
- multi objective
- multiple objectives
- portfolio management
- multiobjective optimization
- evolutionary algorithm
- fuzzy sets
- multi objective optimization
- portfolio optimization
- pareto optimal
- objective function
- optimal portfolio
- optimization algorithm
- financial markets
- robust optimization
- nsga ii
- project management
- transaction costs
- particle swarm optimization
- genetic algorithm
- long term