GF Yu, DF Li, DC Liang, GX Li - International Journal of Information …, 2021 - World Scientific
Portfolio selection can be regarded as a type of multi-objective decision problem. However, traditional solution methods rarely discussed the decision maker's nonsatisfaction and …
P Gupta, MK Mehlawat, S Yadav, A Kumar - Applied Soft Computing, 2019 - Elsevier
Although there are myriad works that deal with fuzzy portfolio optimization, there is a dearth of research that deals with the problem in an intuitionistic fuzzy environment. So, taking the …
In this paper, a novel multi objective model is proposed for portfolio selection. The proposed model incorporates the DEA cross-efficiency into Markowitz mean–variance model and …
S Yadav, A Kumar, MK Mehlawat, P Gupta… - Information Sciences, 2023 - Elsevier
In recent decades, sustainable investing has caught on with investors, and it has now become the norm. In the age of start-ups, with scant information on the sustainability aspects …
Investment decision making is usually a multi-objective optimization problem in an uncertain environment. In a real-life scenario, an investor aims to choose a portfolio based on his/her …
In this paper, a new bi-objective fuzzy portfolio selection model is proposed, for which Sharp ratio (SR) and Value at Risk ratio (VR) of a portfolio are chosen as objectives. SR is an …
J Li, J Xu - Information Sciences, 2013 - Elsevier
This paper addresses the multi-objective portfolio selection model with fuzzy random returns for investors by studying three criteria: return, risk and liquidity. In addition, securities …
Decision-making processes in private banking must comply with standards for risk management and transparency enforced by banking regulations. Therefore, investors must …
Q Wu, X Liu, J Qin, L Zhou, A Mardani… - Knowledge-Based …, 2022 - Elsevier
Multi-criteria decision-making (MCDM) models are well-suited for solving portfolio selection problems. Diversified financial indices and complex subjective preferences are important …