A hybrid approach for constructing suitable and optimal portfolios

Expert Systems with Applications

Volumn 38, Issue 5, 2011, Pages 5620-5632

  Gupta, Pankaj ^a   Inuiguchi, Masahiro ^b   Mehlawat, Mukesh K ^a  

^a UNIVERSITY OF DELHI   (India)

^b OSAKA UNIVERSITY   (Japan)

Author keywords

Analytical hierarchy process; Cluster analysis; Fuzzy linear programming; Portfolio selection; Risk

Indexed keywords

ANALYTICAL HIERARCHY PROCESS; ASSET ALLOCATION; FINANCIAL ASSETS; FUZZY LINEAR PROGRAMMING; FUZZY MULTI-OBJECTIVE LINEAR PROGRAMMING; HYBRID APPROACH; OPTIMAL PORTFOLIOS; OPTIMALITY; PERSONAL PREFERENCES; PORTFOLIO SELECTION;

CLUSTER ANALYSIS; INVESTMENTS; OPTIMIZATION;

COMPUTER SOFTWARE SELECTION AND EVALUATION;

EID: 79151483064     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2010.10.073     Document Type: Article

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