Portfolio optimization using a hybrid of fuzzy ANP, VIKOR and TOPSIS
One of the primary questions in asset management is to find good combinations of different assets and this has been an interesting area of research for over half a century. The proposed model of this paper uses decision makers' feedbacks based on multiple criteria decision making technique to f...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Growing Science
2012-10-01
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| Series: | Management Science Letters |
| Subjects: | |
| Online Access: | http://www.growingscience.com/msl/Vol2/msl_2012_186.pdf |