Selecting Portfolios Given Multiple Eurostoxx-Based Uncertainty Scenarios: A Stochastic Goal Programming Approach from Fuzzy Betas (Q6160196): Difference between revisions

Latest revision as of 16:48, 12 August 2024

scientific article; zbMATH DE number 7683535

Language	Label	Description	Also known as
English	Selecting Portfolios Given Multiple Eurostoxx-Based Uncertainty Scenarios: A Stochastic Goal Programming Approach from Fuzzy Betas	scientific article; zbMATH DE number 7683535

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instance of

scholarly article

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title

Selecting Portfolios Given Multiple Eurostoxx-Based Uncertainty Scenarios: A Stochastic Goal Programming Approach from Fuzzy Betas (English)

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DOI

10.3138/infor.47.1.59

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INFOR: Information Systems and Operational Research

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publication date

9 May 2023

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Mathematics Subject Classification ID

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stochastic goal programming

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portfolio selection

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fuzzy logic

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MaRDI profile type

MaRDI publication profile

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cites work

Decision-maker's preferences modeling in the stochastic goal programming

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A fuzzy goal programming approach to portfolio selection

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Stochastic goal programming: A mean-variance approach

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Using Stochastic Goal Programming: Some Applications to Management and a Case of Industrial Production

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Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection

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Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges

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Portfolio selection on the Madrid Exchange: a compromise programming model

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Stochastic programming with fuzzy linear partial information on probability distribution

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Multi-objective stochastic programming for portfolio selection

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Multiattribute Preference Analysis with Performance Targets

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Chance-Constrained Programming

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A framework for managing a portfolio of socially responsible investments.

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The expected value of a fuzzy number

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A novel hybrid model for portfolio selection

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A novel algorithm for uncertain portfolio selection

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Comparison of Alternative Utility Functions in Portfolio Selection Problems

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Recurrent neural network for dynamic portfolio selection

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Theory and practice of uncertain programming

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Risk Aversion in the Small and in the Large

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Computation of some stochastic linear programming problems with Cauchy and extreme value distributions

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Q2892811

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Wikidata QID

Q57608418

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Sitelinks

Mathematics(1 entry)

mardi Publication:6160196

@@ Property / cites work @@
+Decision-maker's preferences modeling in the stochastic goal programming
+Normal rank
@@ Property / cites work @@
+A fuzzy goal programming approach to portfolio selection
+Normal rank
@@ Property / cites work @@
+Stochastic goal programming: A mean-variance approach
+Normal rank
@@ Property / cites work @@
+Using Stochastic Goal Programming: Some Applications to Management and a Case of Industrial Production
+Normal rank
@@ Property / cites work @@
+Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection
+Normal rank
@@ Property / cites work @@
+Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges
+Normal rank
@@ Property / cites work @@
+Portfolio selection on the Madrid Exchange: a compromise programming model
+Normal rank
@@ Property / cites work @@
+Stochastic programming with fuzzy linear partial information on probability distribution
+Normal rank
@@ Property / cites work @@
+Multi-objective stochastic programming for portfolio selection
+Normal rank
@@ Property / cites work @@
+Multiattribute Preference Analysis with Performance Targets
+Normal rank
@@ Property / cites work @@
+Chance-Constrained Programming
@@ Property / cites work: Chance-Constrained Programming / rank @@
+Normal rank
@@ Property / cites work @@
+A framework for managing a portfolio of socially responsible investments.
+Normal rank
@@ Property / cites work @@
+The expected value of a fuzzy number
@@ Property / cites work: The expected value of a fuzzy number / rank @@
+Normal rank
@@ Property / cites work @@
+A novel hybrid model for portfolio selection
@@ Property / cites work: A novel hybrid model for portfolio selection / rank @@
+Normal rank
@@ Property / cites work @@
+A novel algorithm for uncertain portfolio selection
+Normal rank
@@ Property / cites work @@
+Comparison of Alternative Utility Functions in Portfolio Selection Problems
+Normal rank
@@ Property / cites work @@
+Recurrent neural network for dynamic portfolio selection
+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 @@
+Risk Aversion in the Small and in the Large
@@ Property / cites work: Risk Aversion in the Small and in the Large / rank @@
+Normal rank
@@ Property / cites work @@
+Computation of some stochastic linear programming problems with Cauchy and extreme value distributions
+Normal rank
@@ Property / cites work @@
+Q2892811
@@ Property / cites work: Q2892811 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q57608418
@@ Property / Wikidata QID: Q57608418 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:6160196