The research and comparison of multi-objective portfolio based on intuitionistic fuzzy optimization

• Propose “maximum-minimum” operator to solve the IFO problem. • Apply the CP and NCP model to solve the IFO problem. • Consider p-norm, geometric mean, extreme deviation three objective functions. • A new operation method is proposed for solving the optimization problem. • Use several portfolio per...
Ausführliche Beschreibung

• Propose “maximum-minimum” operator to solve the IFO problem. • Apply the CP and NCP model to solve the IFO problem. • Consider p-norm, geometric mean, extreme deviation three objective functions. • A new operation method is proposed for solving the optimization problem. • Use several portfolio performance evaluation techniques to evaluate models. Ausführliche Beschreibung