A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic (Q2167950): Difference between revisions

Latest revision as of 08:09, 17 December 2024

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English	A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic	scientific article

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instance of

scholarly article

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title

A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic (English)

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author

Yahia Zare Mehrjerdi

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published in

Numerical Algebra, Control and Optimization

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publication date

1 September 2022

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zbMATH Keywords

portfolio selection

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fuzzy hierarchical TOPSIS

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fractional programming

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chance constrained programming

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goal programing

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.3934/naco.2021019

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cites work

Solving joint chance constrained problems using regularization and Benders' decomposition

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A complete algorithm for linear fractional programs

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Q3932576

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Equivalence of various linearization algorithms for linear fractional programming

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Fuzzy compromise programming for portfolio selection

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Programming with linear fractional functionals

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Chance-Constrained Programming

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A sparse chance constrained portfolio selection model with multiple constraints

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Data-driven robust chance constrained problems: a mixture model approach

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On Nonlinear Fractional Programming

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Multi-objective optimization models in finance and investments

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Solving fractional problems with dynamic multistart improving hit-and-run

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Multiple objective linear fractional programming. -- A fuzzy set theoretic approach

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On the effectiveness of scenario generation techniques in single-period portfolio optimization

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A chance constrained approach to fractional programming with random numerator

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Ambiguous Joint Chance Constraints Under Mean and Dispersion Information

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A Standard Measure of Risk and Risk-Value Models

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Global optimization of generalized linear fractional programming with nonlinear constraints

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Scenario-based portfolio selection of investment projects with incomplete probability and utility information

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A simple method for obtaining weakly efficient points in multiobjective linear fractional programming problems

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Multiobjective optimization of credit capital allocation in financial institutions

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A goal programming procedure for fuzzy multiobjective linear fractional programming problem.

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A fuzzy goal programming approach to portfolio selection

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The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments

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Robust and reliable portfolio optimization formulation of a chance constrained problem

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Q3815146

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Stochastic simulation-based genetic algorithm for chance constrained fractional programming problem

0 references

A global optimization algorithm for linear fractional programming

0 references

A Parametric Method for Solving the Linear Fractional Programming Problem

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A sparse enhanced indexation model with chance and cardinality constraints

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Identifiers

zbMATH Open document ID

1492.91336

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2167950

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@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID: W3169384176 / rank @@
+Normal rank
@@ Property / cites work @@
+Solving joint chance constrained problems using regularization and Benders' decomposition
+Normal rank
@@ Property / cites work @@
+A complete algorithm for linear fractional programs
+Normal rank
@@ Property / cites work @@
+Q3932576
@@ Property / cites work: Q3932576 / rank @@
+Normal rank
@@ Property / cites work @@
+Equivalence of various linearization algorithms for linear fractional programming
+Normal rank
@@ Property / cites work @@
+Fuzzy compromise programming for portfolio selection
+Normal rank
@@ Property / cites work @@
+Programming with linear fractional functionals
@@ Property / cites work: Programming with linear fractional functionals / rank @@
+Normal rank
@@ Property / cites work @@
+Chance-Constrained Programming
@@ Property / cites work: Chance-Constrained Programming / rank @@
+Normal rank
@@ Property / cites work @@
+A sparse chance constrained portfolio selection model with multiple constraints
+Normal rank
@@ Property / cites work @@
+Data-driven robust chance constrained problems: a mixture model approach
+Normal rank
@@ Property / cites work @@
+On Nonlinear Fractional Programming
@@ Property / cites work: On Nonlinear Fractional Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-objective optimization models in finance and investments
+Normal rank
@@ Property / cites work @@
+Solving fractional problems with dynamic multistart improving hit-and-run
+Normal rank
@@ Property / cites work @@
+Multiple objective linear fractional programming. -- A fuzzy set theoretic approach
+Normal rank
@@ Property / cites work @@
+On the effectiveness of scenario generation techniques in single-period portfolio optimization
+Normal rank
@@ Property / cites work @@
+A chance constrained approach to fractional programming with random numerator
+Normal rank
@@ Property / cites work @@
+Ambiguous Joint Chance Constraints Under Mean and Dispersion Information
+Normal rank
@@ Property / cites work @@
+A Standard Measure of Risk and Risk-Value Models
@@ Property / cites work: A Standard Measure of Risk and Risk-Value Models / rank @@
+Normal rank
@@ Property / cites work @@
+Global optimization of generalized linear fractional programming with nonlinear constraints
+Normal rank
@@ Property / cites work @@
+Scenario-based portfolio selection of investment projects with incomplete probability and utility information
+Normal rank
@@ Property / cites work @@
+A simple method for obtaining weakly efficient points in multiobjective linear fractional programming problems
+Normal rank
@@ Property / cites work @@
+Multiobjective optimization of credit capital allocation in financial institutions
+Normal rank
@@ Property / cites work @@
+A goal programming procedure for fuzzy multiobjective linear fractional programming problem.
+Normal rank
@@ Property / cites work @@
+A fuzzy goal programming approach to portfolio selection
+Normal rank
@@ Property / cites work @@
+The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
+Normal rank
@@ Property / cites work @@
+Robust and reliable portfolio optimization formulation of a chance constrained problem
+Normal rank
@@ Property / cites work @@
+Q3815146
@@ Property / cites work: Q3815146 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic simulation-based genetic algorithm for chance constrained fractional programming problem
+Normal rank
@@ Property / cites work @@
+A global optimization algorithm for linear fractional programming
+Normal rank
@@ Property / cites work @@
+A Parametric Method for Solving the Linear Fractional Programming Problem
+Normal rank
@@ Property / cites work @@
+A sparse enhanced indexation model with chance and cardinality constraints
+Normal rank
@@ Property / DOI @@
+.3934/NACO.2021019
@@ Property / DOI: 10.3934/NACO.2021019 / rank @@
+Normal rank