Article ID Journal Published Year Pages File Type
395204 Information Sciences 2010 22 Pages PDF
Abstract

In this paper, we develop mathematical models for simultaneous consideration of suitability and optimality in asset allocation. We use a hybrid approach that combines behavior survey, cluster analysis, analytical hierarchy process and fuzzy mathematical programming.

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Physical Sciences and Engineering Computer Science Artificial Intelligence
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A hybrid approach to asset allocation with simultaneous consideration of suitability and optimality
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