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Keywords: Fuzzy programming
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Journal Articles
Journal:
Engineering Computations
Engineering Computations (2022) 39 (2): 627–649.
Published: 29 June 2021
... a ranking method to convert the expected return into a crisp number. To find the optimal solution efficiently, a fuzzy programming technique based on artificial bee colony (ABC) algorithm is also proposed. Findings (1) The return of optimal portfolio increases while the level of investor risk aversion...
