Fuzzy sets and their variants
A novel mathematical approach for fuzzy multi-period multi-objective portfolio optimization problem under uncertain environment and practical constraints

Pejman Peykani; Mojtaba Nouri; Farzad Eshghi; Mohammad Khamechian; Hamed Farrokhi-Asl

Volume 2, Issue 3 , September 2021, , Pages 191-203

http://dx.doi.org/10.22105/jfea.2021.287429.1150

Abstract
  Investment Portfolio Optimization (IPO) is one of the most important problems in the financial area. Also, one of the most important features of financial markets is their embedded uncertainty. Thus, it is essential to propose a novel IPO model that can be employed in the presence of uncertain data. ...  Read More