Multicriteria decision analysis with fuzzy pairwise comparisons
Fuzzy Sets and Systems
Extensions of the analytic hierarchy process in fuzzy environment
Fuzzy Sets and Systems
Fuzzy relational equations in analytical hierarchy process
Fuzzy Sets and Systems
Fuzzy logarithmic least squares ranking method in analytic hierarchy process
Fuzzy Sets and Systems
Ranking and defuzzification methods based on area compensation
Fuzzy Sets and Systems
Strong transitivity, rationality and weak monotonicity in fuzzy pairwise comparisons
Fuzzy Sets and Systems
Fuzzy least-squares priority method in the analytic hierarchy process
Fuzzy Sets and Systems
A model for portfolio selection with order of expected returns
Computers and Operations Research
Fuzzy Sets and Systems - Fuzzy mathematical programming
Portfolio selection based on fuzzy probabilities and possibility distributions
Fuzzy Sets and Systems
Portfolio selection under independent possibilistic information
Fuzzy Sets and Systems - Special issue on soft decision analysis
Fuzzy hierarchical analysis: the Lambda-Max method
Fuzzy Sets and Systems - Special issue on clustering and learning
A GP-AHP Method for solving group decision-making fuzzy AHP Problems
Computers and Operations Research
Deriving priorities from fuzzy pairwise comparison judgements
Fuzzy Sets and Systems - Optimisation and decision
Project Selection by Constrained Fuzzy AHP
Fuzzy Optimization and Decision Making
Information Sciences—Informatics and Computer Science: An International Journal
Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
Information Sciences: an International Journal
Novel methodologies and a comparative study for manufacturing systems performance evaluations
Information Sciences: an International Journal
A new perspective for optimal portfolio selection with random fuzzy returns
Information Sciences: an International Journal
Combining fuzzy AHP with MDS in identifying the preference similarity of alternatives
Applied Soft Computing
Asset portfolio optimization using fuzzy mathematical programming
Information Sciences: an International Journal
A fuzzy extension of Saaty's priority theory
Fuzzy Sets and Systems
A stochastic soft constraints fuzzy model for a portfolio selection problem
Fuzzy Sets and Systems
Mean-risk model for uncertain portfolio selection
Fuzzy Optimization and Decision Making
Information Sciences: an International Journal
Application of fuzzy calculations for improving portfolio matrices
Information Sciences: an International Journal
Linear programming method for multiattribute group decision making using IF sets
Information Sciences: an International Journal
A hybrid approach to asset allocation with simultaneous consideration of suitability and optimality
Information Sciences: an International Journal
A systematic approach to heterogeneous multiattribute group decision making
Computers and Industrial Engineering
A hybrid approach for constructing suitable and optimal portfolios
Expert Systems with Applications: An International Journal
Fuzzy analytic hierarchy process: A logarithmic fuzzy preference programming methodology
International Journal of Approximate Reasoning
Particle Swarm Optimization (PSO) for the constrained portfolio optimization problem
Expert Systems with Applications: An International Journal
Selection of Socially Responsible Portfolios using Goal Programming and fuzzy technology
Information Sciences: an International Journal
A linear programming approximation to the eigenvector method in the analytic hierarchy process
Information Sciences: an International Journal
A hybrid fuzzy group decision support framework for advanced-technology prioritization at NASA
Expert Systems with Applications: An International Journal
Some new results on value ranges of risks for mean-variance portfolio models
Information Sciences: an International Journal
Computers and Industrial Engineering
Information Sciences: an International Journal
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Financial problems have been the subject of much research. A widely used approach in recent work on these problems is the use of fuzzy set theory, where fuzzy terms are used to model the uncertain environments. The purpose of this work is to combine the fuzzy analytic hierarchy process (AHP) with the portfolio selection problem. More specifically, the decision-making problem is to decide which stocks are to be chosen for investment and in what proportions they will be bought. To do this, we first dealt with two constrained fuzzy AHP methods given by Enea and Piazza [M. Enea, T. Piazza, Project selection by constrained fuzzy AHP, Fuzzy Optimization and Decision Making 3 (2004) 39-62]. We revised the first of these methods, addressing some of its fallacies, and called it revised constrained fuzzy AHP method (RCFAHP). Then we applied these two methods, namely, RCFAHP and the second- method of Enea and Piazza (2004), to the problem of choosing stocks on the Istanbul Stock Exchange (ISE). The methodology used for the hierarchy construction is based on the paper of Satty et al. [T.L. Saaty, P.C. Rogers, R. Bell, Portfolio selection through hierarchies, The Journal of Portfolio Management (1980) 16-21]. In this paper, we show that both of the models provide both ranking and weighting information, via fuzzy AHP, to the investors in this financial scenario. Finally, we discuss the relative advantages and disadvantages of these methods in comparison to existing methods in the literature.