Fuzzy multi-period portfolio selection optimization models using multiple criteria
type: Item
instance of: scholarly article
title: Fuzzy multi-period portfolio selection optimization models using multiple criteria
zbMATH Open document ID: 1255.93152
author: Yong-Jun Liu
author: Wei-Guo Zhang
author: Weijun Xu
published in: Automatica
publication date: 2013-01-21T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93C42
Mathematics Subject Classification ID: 90C29
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6127727
zbMATH Keywords: risk management
zbMATH Keywords: fuzzy multi-period portfolio selection
zbMATH Keywords: multiple criteria decision-making
zbMATH Keywords: TOPSIS-compromised programming
zbMATH Keywords: models with closed-loop control
zbMATH Keywords: transactions in financial market
zbMATH Keywords: transaction cost
MaRDI profile type: Publication
full work available at URL: j.automatica.2012.08.036
OpenAlex ID: W2054535840
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DOI: 10.1016/J.AUTOMATICA.2012.08.036
description: scientific article; zbMATH DE number 6127727