Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns (Q319614): 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.2015.03.017
+Normal rank
@@ Property / OpenAlex ID @@
+W2131498009
@@ Property / OpenAlex ID: W2131498009 / rank @@
+Normal rank
@@ Property / cites work @@
+A possibilistic approach to selecting portfolios with highest utility score
+Normal rank
@@ Property / cites work @@
+SOME PROPERTIES OF CONTINUOUS UNCERTAIN MEASURE
@@ Property / cites work: SOME PROPERTIES OF CONTINUOUS UNCERTAIN MEASURE / rank @@
+Normal rank
@@ Property / cites work @@
+Asset portfolio optimization using fuzzy mathematical programming
+Normal rank
@@ Property / cites work @@
+Fuzzy chance-constrained portfolio selection
@@ Property / cites work: Fuzzy chance-constrained portfolio selection / rank @@
+Normal rank
@@ Property / cites work @@
+A risk index model for portfolio selection with returns subject to experts' estimations
+Normal rank
@@ Property / cites work @@
+A risk index model for multi-period uncertain portfolio selection
+Normal rank
@@ Property / cites work @@
+The uncertain premium principle based on the distortion function
+Normal rank
@@ Property / cites work @@
+Uncertainty theory
@@ Property / cites work: Uncertainty theory / rank @@
+Normal rank
@@ Property / cites work @@
+Extreme value theorems of uncertain process with application to insurance risk model
+Normal rank
@@ Property / cites work @@
+Uncertain random variables: a mixture of uncertainty and randomness
+Normal rank
@@ Property / cites work @@
+Uncertain random programming with applications
@@ Property / cites work: Uncertain random programming with applications / rank @@
+Normal rank
@@ Property / cites work @@
+Risk Index in Uncertain Random Risk Analysis
@@ Property / cites work: Risk Index in Uncertain Random Risk Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Single-period inventory problem under uncertain environment
+Normal rank
@@ Property / cites work @@
+Uncertain portfolio adjusting model using semiabsolute deviation
+Normal rank
@@ Property / cites work @@
+Portfolio selection based on fuzzy cross-entropy
@@ Property / cites work: Portfolio selection based on fuzzy cross-entropy / rank @@
+Normal rank
@@ Property / cites work @@
+Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis
+Normal rank
@@ Property / cites work @@
+Uncertain calculus with renewal process
@@ Property / cites work: Uncertain calculus with renewal process / rank @@
+Normal rank
@@ Property / cites work @@
+On the convergence of uncertain sequences
@@ Property / cites work: On the convergence of uncertain sequences / rank @@
+Normal rank
@@ Property / cites work @@
+Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
+Normal rank
@@ Property / cites work @@
+Multi-objective optimization in uncertain random environments
+Normal rank
@@ Property / cites work @@
+UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
+Normal rank