期刊论文详细信息
Technological and Economic Development of Economy | |
Multiobjective approach to portfolio optimization in the light of the credibility theory | |
Fernando Garcia1  Javier Oliver1  Jairo González-Bueno2  Rima Tamošiūnienė3  Francisco Guijarro4  | |
[1] Department of Economics and Social Sciences, Universitat Politècnica de València, 46022 València, Spain;Faculty of Business Administration, Universidad Pontificia Bolivariana, 681017 Bucaramanga, Colombia;Faculty of Business Management, Vilnius Gediminas Technical University, Saulėtekio al. 11, LT-10223 Vilnius, Lithuania;I.U. de Matemàtica Pura i Aplicada, Universitat Politècnica de València, 46022 Valencia, Spain; | |
关键词: evolutionary multiobjective optimization; fuzzy portfolio selection; mean-CVaR-liquidity; mean-semivariance-liquidity; trapezoidal fuzzy numbers; NSGA-II; | |
DOI : 10.3846/tede.2020.13189 | |
来源: DOAJ |
【 授权许可】
Unknown