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Three fuzzy goal programming models for index portfolios:

Wu, Liang-Chuan ; Tsai, I-Chan
The Journal of the Operational Research Society. 65 (2014) 8 - p. 1155-1169 , 2014

Link: https://www.jstor.org/stable/24503175

RT Journal
T1 <Title>Three fuzzy goal programming models for index portfolios</Title>

UL https://suche.suub.uni-bremen.de/peid=jstor-24503175&Exemplar=1&LAN=DE
				
A1 Wu, Liang-Chuan
A1 Tsai, I-Chan
PB Palgrave Macmillan
YR 2014
SN 0160-5682
SN 1476-9360
K1 Mathematics
K1 Mathematical expressions
K1 Mathematical functions
K1 Indicator functions
K1 Membership functions
K1 Economics
K1 Economic disciplines
K1 Financial economics
K1 Finance
K1 Financial investments
K1 Investment funds
K1 Index funds
K1 Financial portfolios
K1 Applied economics
K1 Econometrics
K1 Economic indicators
K1 Economic indices
K1 Stock market indices
K1 Behavioral sciences
K1 Psychology
K1 Cognitive psychology
K1 Decision theory
K1 Operations research
K1 Cognitive processes
K1 Decision making
K1 Decision analysis
K1 Goal programming
K1 Philosophy
K1 Logic
K1 Logical topics
K1 Formal logic
K1 Mathematical logic
K1 Mathematical set theory
K1 Mathematical sets
K1 Fuzzy sets
K1 Applied sciences
K1 Computer science
K1 Computer engineering
K1 Software engineering
K1 Programming models
K1 Financial management
K1 Portfolio management
K1 Mutual funds
JF The Journal of the Operational Research Society
VO 65
IS 8
SP 1155
OP 1169
LK http://dx.doi.org/https://www.jstor.org/stable/24503175
DO https://www.jstor.org/stable/24503175
SF ELIB - SuUB Bremen

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