Asset portfolio optimization using fuzzy mathematical programming (Q2476800): Difference between revisions

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+A fuzzy goal programming approach to portfolio selection
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+Decision-Making in a Fuzzy Environment
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+Fuzzy compromise programming for portfolio selection
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+A possibilistic approach to selecting portfolios with highest utility score
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+Default reasoning and possibility theory
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+An MCDM approach to portfolio optimization.
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+Portfolio rebalancing model with transaction costs based on fuzzy decision theory
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+Optimal consumption and portfolio choice with ambiguity and anticipation
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+An interval portfolio selection problem based on regret function
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+Fuzzy chance-constrained portfolio selection
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+Two new models for portfolio selection with stochastic returns taking fuzzy information
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+A stochastic soft constraints fuzzy model for a portfolio selection problem
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+Design and Testing of a Generalized Reduced Gradient Code for Nonlinear Programming
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+On finding compromise solutions in multicriteria problems using the fuzzy min-operator
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+Viability of infeasible portfolio selection problems: A fuzzy approach
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+An exponential membership function for fuzzy multiple objective linear programming
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+Computing efficient solutions to fuzzy multiple objective linear programming problems
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+Q4117280
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+Heuristic algorithms for the portfolio selection problem with minimum transaction lots
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+Fuzzy financial profitability analyses of demand side management alternatives from participant perspective
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+Solving Large Sparse Nonlinear Programs Using GRG
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+Portfolio selection based on upper and lower exponential possibility distributions
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+Portfolio selection based on fuzzy probabilities and possibility distributions
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+Fuzzy goal programming - an additive model
@@ Property / cites work: Fuzzy goal programming - an additive model / rank @@
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+On fuzzy portfolio selection problems
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+Q4244873
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+Fuzzy sets as a basis for a theory of possibility
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+Algorithmic Applications in Management
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+Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
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+DESCRIPTION AND OPTIMIZATION OF FUZZY SYSTEMS
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+Fuzzy programming and linear programming with several objective functions
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