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A novel fuzzy dominant goal programming for portfolio selection with systematic risk and non-systematic risk
In this paper, we consider a fuzzy portfolio selection problem with systematic risk and non-systematic risk simultaneously. These two kinds of risks are measured by beta coefficient and random error variance obtained by Sharp Single Index Model. The total risk as the objective of portfolio decision...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2021
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8455307/ https://www.ncbi.nlm.nih.gov/pubmed/34566487 http://dx.doi.org/10.1007/s00500-021-06226-x |