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A novel fuzzy dominant goal programming for portfolio selection with systematic risk and non-systematic risk

Xue Deng1, Yongkang Yuan1

  • 1School of Mathematics, South China University of Technology, Guangzhou, 510640 China.

Soft Computing
|September 27, 2021
PubMed

Keywords:
Fuzzy dominant goal programmingNon-systematic riskPortfolioSharp Single Index ModelSystematic risk

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