A compromise based fuzzy goal programming approach with satisfaction function for multi-objective portfolio optimisation
In this paper we investigate a multi-objective portfolio selection model with three criteria: risk, return and liquidity for investors. Non-probabilistic uncertainty factors in the market, such as imprecision and vagueness of investors’ preference and judgement are simulated in the portfolio selecti...
| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Published: |
2015
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| Online Access: | https://eprints.nottingham.ac.uk/30215/ |