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
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
Journal title :
Information Sciences
