Fuzzy portfolio optimization. Advances in hybrid multi-criteria methodologies

DOI10.1007/978-3-642-54652-5zbMath1302.91002OpenAlexW2478866070MaRDI QIDQ398224

Suresh Chandra, Mukesh Kumar Mehlawat, Masahiro Inuiguchi, Pankaj Gupta

Publication date: 12 August 2014

Published in: Studies in Fuzziness and Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-54652-5

zbMATH Keywords

genetic algorithmsmultiple criteria decision makingportfolio optimizationfuzzy set theorysupport vector machinesinvestmentfuzzy optimizationfuzzy decision theorymax-minmean-variance portfolio optimization

Mathematics Subject Classification ID

Decision theory (91B06) Multi-objective and goal programming (90C29) Learning and adaptive systems in artificial intelligence (68T05) Approximation methods and heuristics in mathematical programming (90C59) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

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