Portfolio optimization using a combined model of fuzzy network analytic process : an approach based on similarity and genetic algorithm
Mohammad Bahrani Jahromi, Sahar Kamalzadeh & Hedayat Tajik
| Year of publication: |
2015
|
|---|---|
| Authors: | Jahromi, Mohammad Bahrani ; Kamalzadeh, Sahar ; Tajik, Hedayat |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 7.2015, 8, p. 88-102
|
| Subject: | portfolio selection | fuzzy network analytic process | similarity-based approach | topsis approach | genetic algorithm | Portfolio-Management | Portfolio selection | Evolutionärer Algorithmus | Evolutionary algorithm | Fuzzy-Set-Theorie | Fuzzy sets | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011345978