Fuzzy mean-variance-skewness portfolio selection models by interval analysis (Q630734): Difference between revisions

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+A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL
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+Mean-variance-skewness model for portfolio selection with transaction costs
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+Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach
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+Neural network-based mean-variance-skewness model for portfolio selection
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+A fuzzy goal programming approach to portfolio selection
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+On admissible efficient portfolio selection problem
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+Fuzzy compromise programming for portfolio selection
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+Asset portfolio optimization using fuzzy mathematical programming
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+Mean-semivariance models for fuzzy portfolio selection
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+Risk curve and fuzzy portfolio selection
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+Genetic algorithms for portfolio selection problems with minimum transaction lots
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+Mean-variance-skewness model for portfolio selection with fuzzy returns
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+Fuzzy Membership Mapped onto Intervals and Many‐Valued Quantities
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+Intervall-wertige Mengen
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+The concept of a linguistic variable and its application to approximate reasoning. I
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+Advances and challenges in interval-valued fuzzy logic
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+Vague sets
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+On the Symmetric and Unsymmetric Solution Set of Interval Systems
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+Portfolio selection problem with interval coefficients
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+Solutions for the portfolio selection problem with interval and fuzzy coefficients
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+An interval portfolio selection problem based on regret function
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+Portfolio rebalancing model with transaction costs based on fuzzy decision theory
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+An MCDM approach to portfolio optimization.
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+Fuzzy sets as a basis for a theory of possibility
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+Linear programming with fuzzy objectives
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+Multiobjective programming in optimization of the interval objective function
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+On possibilistic mean value and variance of fuzzy numbers
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+Fuzzy chance-constrained portfolio selection
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