A new approach to the bi-criteria multi-period fuzzy portfolio selection
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Title
A new approach to the bi-criteria multi-period fuzzy portfolio selection
Authors
Keywords
Portfolio selection, Risk aversion criterion, Profit criterion, Fuzzy sets, Stock trading system, Bi-criteria multi-period portfolio optimization
Journal
KNOWLEDGE-BASED SYSTEMS
Volume 234, Issue -, Pages 107582
Publisher
Elsevier BV
Online
2021-10-09
DOI
10.1016/j.knosys.2021.107582
References
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