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Fuzzy portfolio selection with non-financial goals: exploring the efficient frontier · Study

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ArticleFuzzy portfolio selection with non-financial goals: exploring the efficient frontier

Carlos Ivorra2014

Article2014

Fuzzy portfolio selection with non-financial goals: exploring the efficient frontier

Carlos Ivorra · Vicente Liern

74 citations·0/0 files stored·Annals of Operations Research

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Risk and Portfolio Optimization Multi-Criteria Decision Making Optimization and Mathematical Programming

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References

1952PORTFOLIO SELECTION*1959Portfolio Selection: Efficient Diversification of Investments 1962Portfolio Selection: Efficient Diversification of Investments.1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market 1996Entropy on intuitionistic fuzzy sets and on interval-valued fuzzy sets 2003Socially Responsible Investing in the United States 1999From stochastic dominance to mean-risk models: Semideviations as risk measures 2001Optimal portfolio selection in a Value-at-Risk framework

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2016Sustainability-Oriented Financial Resource Allocation in a Project Portfolio through Multi-Criteria Decision-Making 2022An integrated multi-criteria decision-making and multi-objective optimization model for socially responsible portfolio selection 2019Selecting Socially Responsible Portfolios: A Fuzzy Multicriteria Approach 2015Multi-criteria decision making for choosing socially responsible investment within a behavioral portfolio theory framework: a new way of investing into a crisis environment 2017

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Year2014

Typearticle

Published2014-02-25

VenueAnnals of Operations Research

ISSN-L0254-5330

Languageen

Citations74

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1007/s10479-014-1561-2

openalex_workW2045220394

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