Open AccessA novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic
Author(s) -
Yahia Zare Mehrjerdi
Publication year - 2022
Publication title -
numerical algebra, control and optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.303
H-Index - 20
eISSN - 2155-3289
pISSN - 2155-3297
DOI - 10.3934/naco.2021019
Subject(s) - portfolio , sort , computer science , selection (genetic algorithm) , stochastic programming , mathematical optimization , allocator , operations research , modern portfolio theory , stock (firearms) , mathematics , economics , machine learning , finance , engineering , information retrieval , operating system , mechanical engineering