Fuzzy numbers and MCDM methods for portfolio optimization

Nguyen, Thi T. and Gordon-Brown, Lee N. 2012, Fuzzy numbers and MCDM methods for portfolio optimization, World academy of science, engineering and technology, no. 72, pp. 368-380.

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Title Fuzzy numbers and MCDM methods for portfolio optimization
Author(s) Nguyen, Thi T.
Gordon-Brown, Lee N.
Journal name World academy of science, engineering and technology
Issue number 72
Start page 368
End page 380
Total pages 13
Publisher World Academy of Science, Engineering and Technology (W A S E T)
Place of publication Las Cruces, N.M.
Publication date 2012-12
ISSN 2010-3778
2010-376X
Keyword(s) fuzzy numbers
SAW
TOPSIS
portfoliooptimization
higher moments
risk management
Language eng
Field of Research 080108 Neural, Evolutionary and Fuzzy Computation
Socio Economic Objective 910299 Microeconomics not elsewhere classified
HERDC Research category C1.1 Refereed article in a scholarly journal
Persistent URL http://hdl.handle.net/10536/DRO/DU:30056339

Document type: Journal Article
Collection: Centre for Intelligent Systems Research
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