A fuzzy goal programming model in portfolio selection under competitive-cum-compensatory decision strategies-Reference-Cited by-同舟云学术

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A fuzzy goal programming model in portfolio selection under competitive-cum-compensatory decision strategies

Published:2018-12 Issue: Volume:73 Page:635-646
ISSN:1568-4946
Container-title:Applied Soft Computing
language:en
Short-container-title:Applied Soft Computing

Author:

De Mahuya,Mangaraj B.K.,Das K.B.

Publisher

Elsevier BV

Subject

Software

Reference92 articles.

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

2. Portfolio Selection: Efficient Diversification of Investment;Markowitz,1959

3. Comparison of alternate utility functions in portfolio selection problems;Kallberg;Manage. Sci.,1983

4. A simplified model for portfolio analysis;Sharpe;Manage. Sci.,1963

5. A linear programming algorithm for mutual fund portfolio selection;Sharpe;Manage. Sci.,1967

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1. Robust, extended goal programming with uncertainty sets: an application to a multi-objective portfolio selection problem leveraging DEA;Annals of Operations Research;2024-05-21

2. Dynamic portfolio allocation for financial markets: A perspective of competitive-cum-compensatory strategy;Journal of International Financial Markets, Institutions and Money;2023-04

3. Portfolio Optimization Problem: A Taxonomic Review of Solution Methodologies;IEEE Access;2023

4. Simulation of annealing for portfolio selection in mean-pseudo-variance fuzzy model;SSRN Electronic Journal;2023

5. A multi-objective competitive-design framework for fuel procurement planning in coal-fired power plants for sustainable operations;Energy Economics;2022-04

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