A comprehensive model for fuzzy multi-objective portfolio selection based on DEA cross-efficiency model
Published 2018 View Full Article
- Home
- Publications
- Publication Search
- Publication Details
Title
A comprehensive model for fuzzy multi-objective portfolio selection based on DEA cross-efficiency model
Authors
Keywords
-
Journal
SOFT COMPUTING
Volume -, Issue -, Pages -
Publisher
Springer Nature America, Inc
Online
2018-10-29
DOI
10.1007/s00500-018-3595-x
References
Ask authors/readers for more resources
Related references
Note: Only part of the references are listed.- Multi-period mean–variance fuzzy portfolio optimization model with transaction costs
- (2018) K. Liagkouras et al. ENGINEERING APPLICATIONS OF ARTIFICIAL INTELLIGENCE
- DEA frontier improvement and portfolio rebalancing: An application of China mutual funds on considering sustainability information disclosure
- (2018) Zhongbao Zhou et al. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
- Portfolio analysis with DEA: Prior to choosing a model
- (2018) Albane Christine Tarnaud et al. OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE
- Estimation of cardinality constrained portfolio efficiency via segmented DEA
- (2018) Zhongbao Zhou et al. OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE
- Performance evaluation of Portuguese mutual fund portfolios using the value-based DEA method
- (2017) Maria do Castelo Gouveia et al. JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY
- A hybrid FA–SA algorithm for fuzzy portfolio selection with transaction costs
- (2016) Wei Chen et al. ANNALS OF OPERATIONS RESEARCH
- Evolutionary multi-objective optimization algorithms for fuzzy portfolio selection
- (2016) Rubén Saborido et al. APPLIED SOFT COMPUTING
- An integrated multi-objective Markowitz–DEA cross-efficiency model with fuzzy returns for portfolio selection problem
- (2016) Zahra Mashayekhi et al. APPLIED SOFT COMPUTING
- Belief structures, weight generating functions and decision-making
- (2016) Ronald R. Yager Fuzzy Optimization and Decision Making
- Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels
- (2016) Mukesh Kumar Mehlawat INFORMATION SCIENCES
- A multi-period fuzzy portfolio optimization model with minimum transaction lots
- (2015) Yong-Jun Liu et al. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
- Portfolio optimization using a credibility mean-absolute semi-deviation model
- (2015) Enriqueta Vercher et al. EXPERT SYSTEMS WITH APPLICATIONS
- Estimation of portfolio efficiency via DEA
- (2015) Wenbin Liu et al. OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE
- Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem
- (2015) Wei Chen PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
- A learning-guided multi-objective evolutionary algorithm for constrained portfolio optimization
- (2014) Khin Lwin et al. APPLIED SOFT COMPUTING
- Firefly Algorithm for Cardinality Constrained Mean-Variance Portfolio Optimization Problem with Entropy Diversity Constraint
- (2014) Nebojsa Bacanin et al. TheScientificWorldJOURNAL
- Use of DEA cross-efficiency evaluation in portfolio selection: An application to Korean stock market
- (2013) Sungmook Lim et al. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
- Fuzzy portfolio optimization model under real constraints
- (2013) Yong-Jun Liu et al. INSURANCE MATHEMATICS & ECONOMICS
- A comprehensive review of firefly algorithms
- (2013) Iztok Fister et al. Swarm and Evolutionary Computation
- A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
- (2012) Wei-Guo Zhang et al. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
- Diversification-consistent data envelopment analysis with general deviation measures
- (2012) Martin Branda EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
- A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection
- (2011) J.D. Bermúdez et al. FUZZY SETS AND SYSTEMS
- Fuzzy-Portfolio-Selection Models With Value-at-Risk
- (2011) Bo Wang et al. IEEE TRANSACTIONS ON FUZZY SYSTEMS
- The possibilistic moments of fuzzy numbers and their applications
- (2008) A. Saeidifar et al. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
- Particle swarm optimization approach to portfolio optimization
- (2008) Tunchan Cura NONLINEAR ANALYSIS-REAL WORLD APPLICATIONS
- Lagrangian relaxation procedure for cardinality-constrained portfolio optimization
- (2008) Dong X. Shaw et al. OPTIMIZATION METHODS & SOFTWARE
- Asset portfolio optimization using fuzzy mathematical programming
- (2007) Pankaj Gupta et al. INFORMATION SCIENCES
Find the ideal target journal for your manuscript
Explore over 38,000 international journals covering a vast array of academic fields.
SearchCreate your own webinar
Interested in hosting your own webinar? Check the schedule and propose your idea to the Peeref Content Team.
Create Now