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A multiobjective credibilistic portfolio selection model. Empirical study in the Latin American Integrated Market

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A multiobjective credibilistic portfolio selection model. Empirical study in the Latin American Integrated Market

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García García, F.; Gonzalez-Bueno, J.; Guijarro, F.; Oliver-Muncharaz, J. (2020). A multiobjective credibilistic portfolio selection model. Empirical study in the Latin American Integrated Market. Enterpreneurship and Sustainability Issues. 8(2):1027-1046. https://doi.org/10.9770/jesi.2020.8.2(62)

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/166649

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Title: A multiobjective credibilistic portfolio selection model. Empirical study in the Latin American Integrated Market
Author: García García, Fernando Gonzalez-Bueno, Jairo Guijarro, Francisco Oliver-Muncharaz, Javier
UPV Unit: Universitat Politècnica de València. Departamento de Economía y Ciencias Sociales - Departament d'Economia i Ciències Socials
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Abstract:
[EN] This paper extends the stochastic mean-semivariance model to a fuzzy multiobjective model, where apart from return and risk, also liquidity is considered to measure the performance of a portfolio. Uncertainty of future ...[+]
Subjects: Fuzzy portfolio selection , L-R Fuzzy numbers , Credibility theory , Mean-Semivariance-Liquidity , Evolutionary multiobjective optimization , Emerging financial markets
Copyrigths: Reconocimiento (by)
Source:
Enterpreneurship and Sustainability Issues. (eissn: 2345-0282 )
DOI: 10.9770/jesi.2020.8.2(62)
Publisher:
Enterpreneurship and Sustainability Center
Publisher version: https://doi.org/10.9770/jesi.2020.8.2(62)
Type: Artículo

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