A compromise based fuzzy goal programming approach with satisfaction function for multi-objective portfolio optimisation

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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...

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Bibliographic Details
Main Authors:	He, Fang, Qu, Rong, John, Robert
Format:	Conference or Workshop Item
Published:	2015
Online Access:	https://eprints.nottingham.ac.uk/30215/

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