Optimization of Risk and Return Using Fuzzy Multiobjective Linear Programming

Stock selection poses a challenge for both the investor and the finance researcher. In this paper, a hybrid approach is proposed for asset allocation, offering a combination of several methodologies for portfolio selection, such as investor topology, cluster analysis, and the analytical hierarchy pr...

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Veröffentlicht in:	Advances in Fuzzy Systems Jg. 2018; H. 2018; S. 1 - 9
Hauptverfasser:	Panwar, Darsha, Srivastava, Namita, Jha, Manoj
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Cairo, Egypt Hindawi Publishing Corporation 01.01.2018 Hindawi John Wiley & Sons, Inc Wiley
Schlagworte:	Algorithms Analytic hierarchy process Behavior Cluster analysis Clustering Coefficient of variation Earnings per share Expected values Investment analysis Investments Linear programming Mathematical analysis Mathematical problems Methods Multiple objective analysis Optimization Optimization techniques Portfolio management Profits Random variables Rankings Risk Social sciences Stock exchanges
ISSN:	1687-7101, 1687-711X
Online-Zugang:	Volltext
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