An Intuitionistic Fuzzy Multi-Objective Goal Programming Approach to Portfolio Selection

• Published in: International journal of information technology & decision making Vol. 20; no. 5; pp. 1477 - 1497
• Main Authors: Yu, Gao-Feng, Li, Deng-Feng, Liang, De-Cui, Li, Guang-Xu
• Format: Journal Article
• Language: English
• Published: Singapore World Scientific Publishing Company 01.09.2021; World Scientific Publishing Co. Pte., Ltd
• Subjects: Decision making; Decision theory; Goal programming; Inequalities; Linear programming; Polynomials; multi-objective decision-making; Portfolio selection; goal programming; intuitionistic fuzzy set; optimization

Portfolio selection can be regarded as a type of multi-objective decision problem. However, traditional solution methods rarely discussed the decision maker’s nonsatisfaction and hesitation degrees with regard to multiple objectives and they require many extra binary variables, which lead to tedious...