A Reference Point-Based Evolutionary Algorithm for Many-Objective Fuzzy Portfolio Selection
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Publisher
Springer Singapore
Link
http://link.springer.com/content/pdf/10.1007/978-981-15-3425-6_10
Reference20 articles.
1. Markowitz, H.: Portfolio selection. J. Finan. 7(1), 77–91 (1952)
2. Narayan, P.K., Ahmed, H.A.: Importance of skewness in decision making: evidence from the Indian stock exchange. Glob. Finan. J. 25(3), 260–269 (2014)
3. Brito, R.P., Sebastião, H., Godinho, P.: Efficient skewness/semivariance portfolios. J. Asset Manag. 17(5), 331–346 (2016)
4. Saborido, R., Ruiz, A.B., Bermúdez, J.D., Vercher, E., Luque, M.: Evolutionary multi-objective optimization algorithms for fuzzy portfolio selection. Appl. Soft Comput. 39, 48–63 (2016)
5. Mashayekhi, Z., Omrani, H.: An integrated multi-objective markowitz-dea cross-efficiency model with fuzzy returns for portfolio selection problem. Appl. Soft Comput. 38, 1–9 (2016)
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