Selecting socially responsible portfolios: A fuzzy multicriteria approach

Keyphrases

• Portfolio Optimization 100%
• Socially Responsible 100%
• Multi-criteria Approach 100%
• Fuzzy multicriteria 100%
• Multi-objective Approach 50%
• Efficient Frontier 50%
• L(R) 50%
• Cardinality Constraint 50%
• Optimal Portfolio 50%
• Sortino Ratio 50%
• Risk-return Relation 50%
• Risk-return Trade-off 50%
• Risk Criteria 50%
• Socially Responsible Investment 50%
• Dow Jones Industrial Average 50%
• Environmental Index 50%
• Sustainability Goals 50%
• Uncertain Environment 50%
• Bloomberg 50%
• Downside Risk 50%
• Fuzzy Variable 50%
• Application Usage 50%
• Investment Decision-making Process 50%
• Governance Indicators 50%
• Social Score 50%

Economics, Econometrics and Finance

• Investors 100%
• Portfolio Selection 100%
• Investment Decision 50%