Novel linear programming models based on distance measure of IFSs and modified TOPSIS method for portfolio selection
Due to the unavailability of time series data for newly listed stocks or products, it is a challenge for investors to make rational portfolio selection under uncertain circumstances. To solve the problem, a new approach is put forward in this paper. Firstly, the problem is considered as a multi-crit...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2022-12-01
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| Series: | Egyptian Informatics Journal |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S1110866522000445 |