Fang He, Rong Qu, Robert John. A Compromise Based Fuzzy Goal Programming Approach With Satisfaction Function For Multi-Objective Portfolio Optimisation. In Valeri M. Mladenov, Grisha Spasov, Petia Georgieva, Galidia Petrova, editors, 29th European Conference on Modelling and Simulation, ECMS 2015, Albena (Varna), Bulgaria, May 26-29, 2015. Proceedings. pages 418-424, European Council for Modeling and Simulation, 2015. [doi]
Abstract is missing.