Three fuzzy goal programming models for index portfolios - Wu, Liang-chuan; Tsai, I-chan (The Journal of the Operational Research Society, 2014)
Keywords: Benchmarks; Business and Management; Costs; ETF; Exchange traded funds; Financial portfolios; fuzzy goal programming; Fuzzy sets; General Paper; General Papers; Genetic algorithms; Goal programming; Heuristic; index fund; Index funds; Integer programming; Investments; Investors; Management; Mathematical programming; Membership functions; Mutual funds; Operations research; Operations Research/Decision Theory; Optimization; Portfolio management; Programming models; Securities markets; Set theory; Stock exchanges; Stock market indices; Studies; tracking error; Volatility; fuzzy goal programming; tracking error; index fund; ETF