Nowadays, the main concerns of investors are choosing the best portfolio in a way that the
highest possible return of investment can be achieved by accepting the least risk. In this …

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 …

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 …

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 …

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 …

Multi-criteria decision-making (MCDM) models are well-suited for solving portfolio selection
problems. Diversified financial indices and complex subjective preferences are important …