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Fuzzy portfolio selection with non-financial goals: exploring the efficient frontier
14 references·16 citing·36 second hop
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References

  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1962Portfolio Selection: Efficient Diversification of Investments.3,621 cited
  • 1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market1,516 cited
  • 1996Entropy on intuitionistic fuzzy sets and on interval-valued fuzzy sets799 cited
  • 2003Socially Responsible Investing in the United States647 cited
  • 1999From stochastic dominance to mean-risk models: Semideviations as risk measures532 cited
  • 2001Optimal portfolio selection in a Value-at-Risk framework315 cited
  • 2011Socially Responsible Investment: A multicriteria approach to portfolio selection combining ethical and financial objectives202 cited
  • 2006Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection176 cited
  • 2013Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds166 cited
  • 2003A framework for managing a portfolio of socially responsible investments137 cited
  • 2000Portfolio selection with limited downside risk90 cited
  • 2011Selection of Socially Responsible Portfolios using Goal Programming and fuzzy technology87 cited

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Cited by

  • 2016Sustainability-Oriented Financial Resource Allocation in a Project Portfolio through Multi-Criteria Decision-Making68 cited
  • 2022An integrated multi-criteria decision-making and multi-objective optimization model for socially responsible portfolio selection64 cited
  • 2019Selecting Socially Responsible Portfolios: A Fuzzy Multicriteria Approach59 cited
  • 2015Multi-criteria decision making for choosing socially responsible investment within a behavioral portfolio theory framework: a new way of investing into a crisis environment57 cited
  • 2017A fuzzy hybrid integrated framework for portfolio optimization in private banking56 cited
  • 2023A multi-objective sustainable financial portfolio selection approach under an intuitionistic fuzzy framework52 cited
  • 2023Breaking ground in ESG assessment: Integrated DEA and MCDM framework with spherical fuzzy sets for Vietnam's wire and cable sector49 cited
  • 2015An analytical derivation of the efficient surface in portfolio selection with three criteria48 cited
  • 2017Efficiency evaluation of fuzzy portfolio in different risk measures via DEA45 cited
  • 2016Assessing mutual funds’ corporate social responsibility: a multistakeholder-AHP based methodology41 cited
  • 2018Project portfolio selection based on synergy degree of composite system40 cited
  • 2015Finding socially responsible portfolios close to conventional ones34 cited
  • 2018Optimizing portfolio selection problems under credibilistic CVaR criterion34 cited
  • 2019Negative screening and sustainable portfolio diversification31 cited
  • 2022Multi-objective genetic algorithm based on the fuzzy MULTIMOORA method for solving the cardinality constrained portfolio optimization30 cited
  • 2016A new approach for optimizing responsible investments dependently on the initial wealth23 cited