| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 395005 | Information Sciences | 2008 | 22 Pages |
Abstract
By morphing mean–variance optimization (MVO) portfolio model into semi-absolute deviation (SAD) model, we apply multi criteria decision making (MCDM) via fuzzy mathematical programming to develop comprehensive models of asset portfolio optimization (APO) for the investors’ pursuing either of the aggressive or conservative strategies.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Artificial Intelligence
Authors
Pankaj Gupta, Mukesh Kumar Mehlawat, Anand Saxena,