Open AccessA multi-objective approach based on Markowitz and DEA cross-efficiency models for the intuitionistic fuzzy portfolio selection problem
Author(s) -
Mehrdad Rasoulzadeh,
S. A. Edalatpanah,
Mohammad Fallah,
Esmaeil Najafi
Publication year - 2022
Publication title -
decision making applications in management and engineering
Language(s) - English
Resource type - Journals
eISSN - 2620-0104
pISSN - 2560-6018
DOI - 10.31181/dmame0324062022e
Subject(s) - sorting , data envelopment analysis , computer science , portfolio , mathematical optimization , stock exchange , fuzzy logic , selection (genetic algorithm) , operations research , portfolio optimization , economics , artificial intelligence , mathematics , algorithm , financial economics , finance
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