A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms
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Title
A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms
Authors
Keywords
Fuzzy portfolio selection, Sharp ratio, Value at Risk ratio, Credibility measure, Multi-objective genetic algorithms, Pareto solutions
Journal
SOFT COMPUTING
Volume -, Issue -, Pages -
Publisher
Springer Nature
Online
2018-02-28
DOI
10.1007/s00500-018-3094-0
References
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