Name
Title | ||
|---|---|---|
A hybrid approach to asset allocation with simultaneous consideration of suitability and optimality |
Abstract | ||
|---|---|---|
In this paper, we develop mathematical models for simultaneous consideration of suitability and optimality in asset allocation. We use a hybrid approach that combines behavior survey, cluster analysis, analytical hierarchy process and fuzzy mathematical programming. |
Year | DOI | Venue |
|---|---|---|
2010 | 10.1016/j.ins.2010.02.007 | Inf. Sci. |
Keywords | Field | DocType |
analytical hierarchy process,hybrid approach,mathematical model,behavior survey,asset allocation,simultaneous consideration,cluster analysis,fuzzy mathematical programming,analytic hierarchy process,risk | Mathematical optimization,Asset allocation,Mathematical model,Mathematics,Analytic hierarchy process,Fuzzy mathematical programming | Journal |
Volume | Issue | ISSN |
180 | 11 | 0020-0255 |
Citations | PageRank | References |
20 | 0.92 | 21 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Pankaj Gupta | 1 | 1479 | 133.85 |
| Mukesh Kumar Mehlawat | 2 | 275 | 22.90 |
| Anand Saxena | 3 | 74 | 3.16 |