A novel methodology for perception-based portfolio management
DOI10.1007/s10479-022-04530-9zbMath1498.91405OpenAlexW4210939062MaRDI QIDQ2171342
Ahmed Mulla, Kocherlakota Satya Pritam, Shivi Agarwal, Sanjoy Kumar Paul, Trilok Mathur
Publication date: 8 September 2022
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-022-04530-9
multi-criteria decision makingportfolio allocationstock market indexfractional clustering algorithmperception-based optimization
Decision theory (91B06) Management decision making, including multiple objectives (90B50) Portfolio theory (91G10) Mathematical economics and fuzziness (91B86)
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