A multi-period fuzzy portfolio optimization model with minimum transaction lots (Q2630242): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ejor.2014.10.061
+Normal rank
@@ Property / OpenAlex ID @@
+W1998174418
@@ Property / OpenAlex ID: W1998174418 / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-VaR portfolio selection under real constraints
+Normal rank
@@ Property / cites work @@
+Fuzzy turnover rate chance constraints portfolio model
+Normal rank
@@ Property / cites work @@
+Decision-Making in a Fuzzy Environment
@@ Property / cites work: Decision-Making in a Fuzzy Environment / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-period portfolio optimization with linear control policies
+Normal rank
@@ Property / cites work @@
+On possibilistic mean value and variance of fuzzy numbers
+Normal rank
@@ Property / cites work @@
+A possibilistic approach to selecting portfolios with highest utility score
+Normal rank
@@ Property / cites work @@
+Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach
+Normal rank
@@ Property / cites work @@
+A generalized multi-period mean-variance portfolio optimization with Markov switching parameters
+Normal rank
@@ Property / cites work @@
+An efficient constraint handling method for genetic algorithms
+Normal rank
@@ Property / cites work @@
+A real coded genetic algorithm for solving integer and mixed integer optimization problems
+Normal rank
@@ Property / cites work @@
+A new crossover operator for real coded genetic algorithms
+Normal rank
@@ Property / cites work @@
+A new mutation operator for real coded genetic algorithms
+Normal rank
@@ Property / cites work @@
+Fuzzy sets and systems. Theory and applications
@@ Property / cites work: Fuzzy sets and systems. Theory and applications / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio rebalancing model with transaction costs based on fuzzy decision theory
+Normal rank
@@ Property / cites work @@
+International portfolio management with affine policies
+Normal rank
@@ Property / cites work @@
+Dynamic mean-variance portfolio selection with borrowing constraint
+Normal rank
@@ Property / cites work @@
+Portfolio optimization in a regime-switching market with derivatives
+Normal rank
@@ Property / cites work @@
+Worst-case robust decisions for multi-period mean-variance portfolio optimization
+Normal rank
@@ Property / cites work @@
+Q4079017
@@ Property / cites work: Q4079017 / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple attribute decision making. Methods and applications. A state-of- the-art survey
+Normal rank
@@ Property / cites work @@
+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
+Normal rank
@@ Property / cites work @@
+Fuzzy portfolio optimization model under real constraints
+Normal rank
@@ Property / cites work @@
+Fuzzy multi-period portfolio selection optimization models using multiple criteria
+Normal rank
@@ Property / cites work @@
+Genetic algorithms for portfolio selection problems with minimum transaction lots
+Normal rank
@@ Property / cites work @@
+Q4001486
@@ Property / cites work: Q4001486 / rank @@
+Normal rank
@@ Property / cites work @@
+Selecting portfolios with fixed costs and minimum transaction lots
+Normal rank
@@ Property / cites work @@
+Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints
+Normal rank
@@ Property / cites work @@
+Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints
+Normal rank
@@ Property / cites work @@
+Heuristic algorithms for the portfolio selection problem with minimum transaction lots
+Normal rank
@@ Property / cites work @@
+Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules
+Normal rank
@@ Property / cites work @@
+The possibilistic moments of fuzzy numbers and their applications
+Normal rank
@@ Property / cites work @@
+A heuristic algorithm for a portfolio optimization model applied to the Milan stock market
+Normal rank
@@ Property / cites work @@
+Portfolio selection based on upper and lower exponential possibility distributions
+Normal rank
@@ Property / cites work @@
+Fuzzy portfolio optimization under downside risk measures
+Normal rank
@@ Property / cites work @@
+Q2782378
@@ Property / cites work: Q2782378 / rank @@
+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
@@ Property / cites work @@
+A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
+Normal rank
@@ Property / cites work @@
+Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
+Normal rank
@@ Property / cites work @@
+Portfolio selection under possibilistic mean-variance utility and a SMO algorithm
+Normal rank
@@ Property / cites work @@
+Risk Control Over Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2630242