Multiobjective approach to portfolio optimization in the light of the credibility theory
The present research proposes a novel methodology to solve the problems faced by investors who take into consideration different investment criteria in a fuzzy context. The approach extends the stochastic mean-variance model to a fuzzy multiobjective model where liquidity is considered to quantify p...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2020-10-01
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| Series: | Technological and Economic Development of Economy |
| Subjects: | |
| Online Access: | https://www.mla.vgtu.lt/index.php/TEDE/article/view/13189 |