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Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints

Ameet Kumar Banerjee, H. K. Pradhan, Ahmet Sensoy, Frank J. Fabozzi, Biplab Mahapatra. Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints. Annals OR, 337(1):1-22, June 2024. [doi]

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Ameet Kumar Banerjee

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H. K. Pradhan

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Ahmet Sensoy

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Frank J. Fabozzi

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Biplab Mahapatra

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