Fuzzy portfolio selection with non-financial goals: exploring the efficient frontier.
Clara CalvoCarlos IvorraVicente LiernPublished in: Ann. Oper. Res. (2016)
Keyphrases
- portfolio selection
- portfolio optimization
- efficient frontier
- financial markets
- portfolio management
- data envelopment analysis
- multiple criteria
- fuzzy logic
- fuzzy sets
- multiple objective linear programming
- decision makers
- stock market
- multiple objectives
- multi objective
- decision making
- multi criteria
- robust optimization
- neural network
- risk management
- investment decisions
- stock price
- multistage
- long term
- optimal portfolio
- data mining