Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns (Q319614): Difference between revisions

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