A hybrid approach to asset allocation with simultaneous consideration of suitability and optimality
Information SciencesPublished 9 February 2010
Pankaj Gupta, Mukesh Kumar Mehlawat, Anand Saxena
Citations46
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SJR score1.80
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TL;DR
A hybrid approach that combines behavior survey, cluster analysis, analytical hierarchy process and fuzzy mathematical programming is used to develop mathematical models for simultaneous consideration of suitability and optimality in asset allocation.
Abstract
In this paper, we develop mathematical models for simultaneous consideration of suitability and optimality in asset allocation. We use a hybrid approach that combines behavior survey, cluster analysis, analytical hierarchy process and fuzzy mathematical programming.
Keywords
Decision SciencesMathematicsEngineering
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