Title of article
A hybrid approach to asset allocation with simultaneous consideration of suitability and optimality
Author/Authors
Pankaj Gupta، نويسنده , , Mukesh Kumar Mehlawat، نويسنده , , Anand Saxena، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2010
Pages
22
From page
2264
To page
2285
Abstract
In this paper, we develop mathematical models for simultaneous consideration of suitability and optimality in asset allocation. We use a hybrid approach that combines behavior survey, cluster analysis, analytical hierarchy process and fuzzy mathematical programming.
Keywords
Fuzzy mathematical programming , Risk , Multi-criteria decision making , Portfolio Selection , Analytical Hierarchy Process , Cluster analysis
Journal title
Information Sciences
Serial Year
2010
Journal title
Information Sciences
Record number
1213976
Link To Document