How to obtain a series of satisfying portfolios: A fuzzy portfolio management approach

International Journal of Industrial and Systems Engineering

Volumn 14, Issue 3, 2013, Pages 333-351

  Dastkhan, Hossein ^a   Golmakani, Hamid Reza ^b   Gharneh, Naser Shams ^c  

^a Imam Javad University College   (Iran)

^b TAFRESH UNIVERSITY   (Iran)

^c AMIRKABIR UNIVERSITY OF TECHNOLOGY   (Iran)

Author keywords

Finance; Fuzzy sets; Heuristics; Portfolio selection; Uncertainty modelling

Indexed keywords

DECISION MAKING; FINANCE; FINANCIAL MARKETS; FUZZY SETS; INVESTMENTS; MATHEMATICAL OPERATORS; MATHEMATICAL PROGRAMMING; UNCERTAINTY ANALYSIS;

CARDINALITY CONSTRAINTS; FUZZY MATHEMATICAL PROGRAMMING; HEURISTICS; MEAN-ABSOLUTE DEVIATION PORTFOLIO; MINIMUM TRANSACTION LOTS; PORTFOLIO SELECTION; PROPORTIONAL TRANSACTION COSTS; UNCERTAINTY MODELLING;

ELECTRONIC TRADING;

EID: 84878710991     PISSN: 17485037     EISSN: 17485045     Source Type: Journal    
DOI: 10.1504/IJISE.2013.054284     Document Type: Article

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