Fuzzy portfolio selection with non-financial goals: exploring the efficient frontier

DOI10.1007/s10479-014-1561-2zbMath1349.91241OpenAlexW2045220394WikidataQ57512582 ScholiaQ57512582MaRDI QIDQ342778

Vicente Liern, Carlos Ivorra, Clara Calvo

Publication date: 18 November 2016

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-014-1561-2

zbMATH Keywords

fuzzy setsefficient frontiersocially responsible investmentmulti-criteria portfolio selection

Mathematics Subject Classification ID

Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

Related Items (8)

Risk-based strategies: the social responsibility of investment universes does matter ⋮ A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem ⋮ An analytical derivation of the efficient surface in portfolio selection with three criteria ⋮ Incorporating environmental and social considerations into the portfolio optimization process ⋮ Efficiency evaluation of fuzzy portfolio in different risk measures via DEA ⋮ Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem ⋮ Multi-period cardinality constrained portfolio selection models with interval coefficients ⋮ Multi-criteria decision making for choosing socially responsible investment within a behavioral portfolio theory framework: a new way of investing into a crisis environment

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• Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
• Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds

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