Fuzzy multi-period portfolio selection with different investment horizons (Q323461): Difference between revisions

@@ Property / DOI @@
-.1016/j.ejor.2016.04.055
@@ Property / DOI: 10.1016/j.ejor.2016.04.055 / rank @@
-Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ejor.2016.04.055
+Normal rank
@@ Property / OpenAlex ID @@
+W2345954292
@@ Property / OpenAlex ID: W2345954292 / rank @@
+Normal rank
@@ Property / cites work @@
+Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection
+Normal rank
@@ Property / cites work @@
+Q4999391
@@ Property / cites work: Q4999391 / rank @@
+Normal rank
@@ Property / cites work @@
+On possibilistic mean value and variance of fuzzy numbers
+Normal rank
@@ Property / cites work @@
+Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model
+Normal rank
@@ Property / cites work @@
+Dynamic mean-variance portfolio selection with borrowing constraint
+Normal rank
@@ Property / cites work @@
+Portfolio optimization under loss aversion
@@ Property / cites work: Portfolio optimization under loss aversion / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio optimization with disutility-based risk measure
+Normal rank
@@ Property / cites work @@
+Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
+Normal rank
@@ Property / cites work @@
+Variance vs downside risk: Is there really that much difference?
+Normal rank
@@ Property / cites work @@
+Q4079017
@@ Property / cites work: Q4079017 / rank @@
+Normal rank
@@ Property / cites work @@
+A mean-absolute deviation-skewness portfolio optimization model
+Normal rank
@@ Property / cites work @@
+A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL
+Normal rank
@@ Property / cites work @@
+Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints
+Normal rank
@@ Property / cites work @@
+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
+Normal rank
@@ Property / cites work @@
+Credibilistic programming. An introduction to models and applications
+Normal rank
@@ Property / cites work @@
+A SUFFICIENT AND NECESSARY CONDITION FOR CREDIBILITY MEASURES
+Normal rank
@@ Property / cites work @@
+Mean-variance-skewness model for portfolio selection with fuzzy returns
+Normal rank
@@ Property / cites work @@
+An expected regret minimization portfolio selection model
+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 @@
+Uncertainty theory. An introduction to its axiomatic foundations.
+Normal rank
@@ Property / cites work @@
+Chance constrained programming with fuzzy parameters
+Normal rank
@@ Property / cites work @@
+The mean-absolute deviation portfolio selection problem with interval-valued returns
+Normal rank
@@ Property / cites work @@
+A multi-period fuzzy portfolio optimization model with minimum transaction lots
+Normal rank
@@ Property / cites work @@
+Fuzzy multi-period portfolio selection optimization models using multiple criteria
+Normal rank
@@ Property / cites work @@
+Optimal portfolios using linear programming models
+Normal rank
@@ Property / cites work @@
+Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
+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 @@
+Continuous time mean variance asset allocation: a time-consistent strategy
+Normal rank
@@ Property / cites work @@
+On fuzzy portfolio selection problems
@@ Property / cites work: On fuzzy portfolio selection problems / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-period optimization portfolio with bankruptcy control in stochastic market
+Normal rank
@@ Property / cites work @@
+Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
+Normal rank
@@ Property / cites work @@
+A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
+Normal rank
@@ Property / cites work @@
+Q4426998
@@ Property / cites work: Q4426998 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio adjusting optimization with added assets and transaction costs based on credibility measures
+Normal rank
@@ Property / cites work @@
+Portfolio selection under possibilistic mean-variance utility and a SMO algorithm
+Normal rank
@@ Property / cites work @@
+A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments
+Normal rank
@@ Property / cites work @@
+Portfolio adjusting optimization under credibility measures
+Normal rank
@@ Property / DOI @@
+.1016/J.EJOR.2016.04.055
@@ Property / DOI: 10.1016/J.EJOR.2016.04.055 / rank @@
+Normal rank