Open AccessA multi-objective approach based on Markowitz and DEA cross-efficiency models for the intuitionistic fuzzy portfolio selection problem
Author(s) -
Mehrdad Rasoulzadeh,
Seyed Ahmad Edalatpanah,
Mohammad Fallah,
Seyed Esmaeil Najafi
Publication year - 2022
Publication title -
decision making. applications in management and engineering/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 , portfolio , computer science , mathematical optimization , stock exchange , fuzzy logic , selection (genetic algorithm) , operations research , portfolio optimization , economics , mathematics , artificial intelligence , algorithm , finance