A hybrid approach based on multi-criteria decision making and data-driven optimization in solving portfolio selection problem

Author:

Doaei MeysamORCID,Dehnad Kazem,Dehnad Mahdi

Publisher

Springer Science and Business Media LLC

Reference37 articles.

1. Arif, A., Sadiq, M., Shabbir, M.S., Yahya, G., Zamir, A., Bares Lopez, L.: The role of globalization in financial development, trade openness and sustainable environmental-economic growth: evidence from selected South Asian economies. J. Sustain. Financ. Invest. 12, 1–18 (2020)

2. Bilbao-Terol, A., Jiménez-López, M., Arenas-Parra, M., Rodríguez-Uría, M.V.: Fuzzy multi-criteria support for sustainable and social responsible investments: the case of investors with loss aversion. In: The mathematics of the uncertain, pp. 555–564. Springer, Berlin (2018)

3. Cao, J.L.: Algorithm research based on multi period fuzzy portfolio optimization model. Clust. Comput. 22(2), 3445–3452 (2019)

4. Caplan, L., Griswold, J. S., & Jarvis, W. F. (2013). From SRI to ESG: The Changing World of Responsible Investing. Commonfund Institute.

5. Castilho, D., Gama, J., Mundim, L. R., & de Carvalho, A. C. (2019). Improving portfolio optimization using weighted link prediction in dynamic stock networks. Paper presented at the International Conference on Computational Science.

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