Pages that link to "Item:Q5946144"
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The following pages link to A fuzzy goal programming approach to portfolio selection (Q5946144):
Displayed 50 items.
- Value of information in portfolio selection, with a Taiwan stock market application illustration (Q323188) (← links)
- Weighted portfolio selection models based on possibility theory (Q376652) (← links)
- Fuzzy portfolio selection problem with different borrowing and lending rates (Q410338) (← links)
- Multi-choice goal programming with utility functions (Q421682) (← links)
- Minimax mean-variance models for fuzzy portfolio selection (Q422438) (← links)
- Asset portfolio optimization using support vector machines and real-coded genetic algorithm (Q454264) (← links)
- Fuzzy post-retirement financial concepts: an exploratory study (Q478538) (← links)
- Multi-period cardinality constrained portfolio selection models with interval coefficients (Q512955) (← links)
- Spread of fuzzy variable and expectation-spread model for fuzzy portfolio optimization problem (Q545598) (← links)
- Fuzzy mean-variance-skewness portfolio selection models by interval analysis (Q630734) (← links)
- Portfolio selection using \(\lambda\) mean and hybrid entropy (Q635977) (← links)
- A new risk criterion in fuzzy environment and its application (Q693392) (← links)
- A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns (Q732131) (← links)
- Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange (Q839987) (← links)
- Randomly generating portfolio-selection covariance matrices with specified distributional characteristics (Q857293) (← links)
- Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model (Q861159) (← links)
- Two new models for portfolio selection with stochastic returns taking fuzzy information (Q869193) (← links)
- Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges (Q877641) (← links)
- Gradually tolerant constraint method for fuzzy portfolio based on possibility theory (Q903560) (← links)
- Mean-semivariance models for fuzzy portfolio selection (Q929900) (← links)
- Risk curve and fuzzy portfolio selection (Q931739) (← links)
- Equity portfolio construction and selection using multiobjective mathematical programming (Q975768) (← links)
- A fuzzy interactive approach for optimal portfolio management (Q980516) (← links)
- A new approach of Romero's extended lexicographic goal programming: fuzzy extended lexicographic goal programming (Q989695) (← links)
- A class of possibilistic portfolio selection model with interval coefficients and its application (Q1001149) (← links)
- Fuzzy portfolio selection using fuzzy analytic hierarchy process (Q1007851) (← links)
- Portfolio selection based on fuzzy cross-entropy (Q1019779) (← links)
- Mean-variance models for portfolio selection with fuzzy random returns (Q1031991) (← links)
- Penalty algorithm based on conjugate gradient method for solving portfolio management problem (Q1035576) (← links)
- A cutting plane algorithm for MV portfolio selection model (Q1036539) (← links)
- A review of credibilistic portfolio selection (Q1037447) (← links)
- Mean-variance-skewness model for portfolio selection with fuzzy returns (Q1038405) (← links)
- Solving a multiobjective possibilistic problem through compromise programming (Q1767695) (← links)
- Exact and heuristic procedures for solving the fuzzy portfolio selection problem (Q1927253) (← links)
- Optimizing fuzzy portfolio selection problems by parametric quadratic programming (Q1927278) (← links)
- Uncertain portfolio selection with background risk and liquidity constraint (Q1993193) (← links)
- Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity (Q2103729) (← links)
- A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification (Q2137225) (← links)
- A fuzzy multifactor asset pricing model (Q2151671) (← links)
- Intuitionistic fuzzy optimistic and pessimistic multi-period portfolio optimization models (Q2156490) (← links)
- A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic (Q2167950) (← links)
- Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming (Q2267663) (← links)
- Uncertain random goal programming (Q2272413) (← links)
- A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control (Q2351435) (← links)
- On constructing expert Betas for single-index model (Q2371378) (← links)
- A two-asset stochastic model for long-term portfolio selection (Q2390406) (← links)
- Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips (Q2393349) (← links)
- Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review (Q2404329) (← links)
- A multiple stochastic goal programming approach for the agent portfolio selection problem (Q2404340) (← links)
- Fuzzy chance-constrained goal programming model for multi-attribute financial portfolio selection (Q2404342) (← links)