Fuzzy chance-constrained portfolio selection (Q2497828): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2005.11.027
+Normal rank
@@ Property / OpenAlex ID @@
+W2019820322
@@ Property / OpenAlex ID: W2019820322 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q57690678
@@ Property / Wikidata QID: Q57690678 / rank @@
+Normal rank
@@ Property / cites work @@
+The efficient frontier for bounded assets
@@ Property / cites work: The efficient frontier for bounded assets / rank @@
+Normal rank
@@ Property / cites work @@
+Evolutionary algorithm solution to fuzzy problems: fuzzy linear programming
+Normal rank
@@ Property / cites work @@
+A possibilistic approach to selecting portfolios with highest utility score
+Normal rank
@@ Property / cites work @@
+Chance-Constrained Programming
@@ Property / cites work: Chance-Constrained Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Q4079017
@@ Property / cites work: Q4079017 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4845470
@@ Property / cites work: Q4845470 / rank @@
+Normal rank
@@ Property / cites work @@
+Determination of the portfolio selection for a property-liability insurance company
+Normal rank
@@ Property / cites work @@
+Chance constrained programming with fuzzy parameters
+Normal rank
@@ Property / cites work @@
+Minimax chance constrained programming models for fuzzy decision systems
+Normal rank
@@ Property / cites work @@
+Dependent-chance programming in fuzzy environments
+Normal rank
@@ Property / cites work @@
+Theory and practice of uncertain programming
@@ Property / cites work: Theory and practice of uncertain programming / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertainty theory. An introduction to its axiomatic foundations.
+Normal rank
@@ Property / cites work @@
+A fuzzy goal programming approach to portfolio selection
+Normal rank
@@ Property / cites work @@
+Large-Scale Portfolio Optimization
@@ Property / cites work: Large-Scale Portfolio Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio selection based on upper and lower exponential possibility distributions
+Normal rank
@@ Property / cites work @@
+Portfolio selection based on fuzzy probabilities and possibility distributions
+Normal rank
@@ Property / cites work @@
+Portfolio analysis -- an analytic derivation of the efficient portfolio frontier
+Normal rank
@@ Property / cites work @@
+THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS
+Normal rank
@@ Property / cites work @@
+Fuzzy sets
@@ Property / cites work: Fuzzy sets / rank @@
+Normal rank