Multiobjective expected value model for portfolio selection in fuzzy environment
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Publication:395845
DOI10.1007/S11590-012-0521-5zbMath1287.90060OpenAlexW2001042983MaRDI QIDQ395845
Mukesh Kumar Mehlawat, Garima Mittal, Pankaj Gupta
Publication date: 30 January 2014
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-012-0521-5
multiobjective programmingfuzzy simulationreal-coded genetic algorithmexpected value modelfuzzy portfolio selection
Multi-objective and goal programming (90C29) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)
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