A novel methodology for perception-based portfolio management
Author:
Funder
University Grants Commission
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
https://link.springer.com/content/pdf/10.1007/s10479-022-04530-9.pdf
Reference45 articles.
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2. Basilio, M. P., de Freitas, J. G., Kämpffe, M. G. F., & Bordeaux Rego, R. (2018). Investment portfolio formation via multicriteria decision aid: A Brazilian stock market study. Journal of Modelling in Management, 13(2), 394–417. https://doi.org/10.1108/JM2-02-2017-0021
3. Bennett, B., Stulz, R., & Wang, Z. (2019). Does the stock market make firms more productive? Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2019.09.006
4. Black, F., & Litterman, R. (1992). Global portfolio optimization. Financial Analysts Journal, 48(5), 28–43. https://doi.org/10.2469/faj.v48.n5.28
5. Bobyr, M. V., Milostnaya, N. A., & Kulabuhov, S. A. (2017). A method of defuzzification based on the approach of areas’ ratio. Applied Soft Computing, 59, 19–32. https://doi.org/10.1016/j.asoc.2017.05.040
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