An integrated multi-objective Markowitz–DEA cross-efficiency model with fuzzy returns for portfolio selection problem-Reference-Cited by-同舟云学术

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An integrated multi-objective Markowitz–DEA cross-efficiency model with fuzzy returns for portfolio selection problem

Published:2016-01 Issue: Volume:38 Page:1-9
ISSN:1568-4946
Container-title:Applied Soft Computing
language:en
Short-container-title:Applied Soft Computing

Author:

Mashayekhi Zahra,Omrani Hashem^ORCID

Publisher

Elsevier BV

Subject

Software

Reference40 articles.

1. Portfolio selection*;Markowitz;J. Finance,1952

2. Measuring the efficiency of decision making units;Charnes;Eur. J. Oper. Res.,1978

3. Heuristics for cardinality constrained portfolio optimisation;Chang;Comput. Oper. Res.,2000

4. Local search techniques for constrained portfolio selection problems;Schaerf;Comput. Econ.,2002

5. Simulated annealing for complex portfolio selection problems;Crama;Eur. J. Oper. Res.,2003

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