Multi-objective portfolio optimization of mutual funds under downside risk measure using fuzzy theory

Article English OPEN
M. Amiri; M. Zandieh; A. Alimi;
  • Publisher: Growing Science
  • Journal: International Journal of Industrial Engineering Computations (issn: 1923-2926, eissn: 1923-2934)
  • Publisher copyright policies & self-archiving
  • Subject: Clustering | Portfolio optimization | Mean-semivariance | Multi-objective non-linear programming | Fuzzy technique programming | Pareto optimal solution | Industrial engineering. Management engineering | T55.4-60.8 | Production management. Operations management | TS155-194

Mutual fund is one of the most popular techniques for many people to invest their funds where a professional fund manager invests people's funds based on some special predefined objectives; therefore, performance evaluation of mutual funds is an important problem. This ... View more
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