Selection of socially responsible portfolios using goal programming and fuzzy technology

Information Sciences

Volumn 189, Issue , 2012, Pages 110-125

  Bilbao Terol, Amelia ^a   Arenas Parra, Mar ^a   Cañal Fernández, Verónica ^a  

^a UNIVERSITY OF OVIEDO   (Spain)

Author keywords

Conditional Value at Risk; Fuzzy Goal Programming; Mutual funds; Portfolio selection; Socially Responsible Investment; SRI Attractiveness

Indexed keywords

CONDITIONAL VALUE-AT-RISK; FUZZY GOAL PROGRAMMING; MUTUAL FUNDS; PORTFOLIO SELECTION; SOCIALLY RESPONSIBLE INVESTMENTS; SRI-ATTRACTIVENESS;

AGGLOMERATION; COMPUTER PROGRAMMING; FUZZY SETS; INDUSTRY; INVESTMENTS; PHILOSOPHICAL ASPECTS; VALUE ENGINEERING;

MATHEMATICAL PROGRAMMING;

EID: 84855869326     PISSN: 00200255     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ins.2011.12.001     Document Type: Article

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