collaborators

1 paper

math.OC2023

Multicriteria Portfolio Selection with Intuitionistic Fuzzy Goals as a Pseudoconvex Vector Optimization

Vuong D. Nguyen, Nguyen Kim Duyen, Nguyen Minh Hai +1

Portfolio selection involves optimizing simultaneously financial goals such as risk, return and Sharpe ratio. This problem holds considerable importance in economics. However, litt…