Q4999391 (Q4999391): Difference between revisions

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+Application of possibility theory to investment decisions
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+Fuzzy mean-variance-skewness portfolio selection models by interval analysis
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+Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach
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+On possibilistic mean value and variance of fuzzy numbers
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+A possibilistic approach to selecting portfolios with highest utility score
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+On weighted possibilistic mean and variance of fuzzy numbers
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+Q4079017
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+Fuzzy chance-constrained portfolio selection
@@ Property / cites work: Fuzzy chance-constrained portfolio selection / rank @@
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+Portfolio selection under independent possibilistic information
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+Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
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+Solutions for the portfolio selection problem with interval and fuzzy coefficients
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+A mean-absolute deviation-skewness portfolio optimization model
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+A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL
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+A class of possibilistic portfolio selection model with interval coefficients and its application
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+Genetic algorithms for portfolio selection problems with minimum transaction lots
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+Mean-variance-skewness model for portfolio selection with fuzzy returns
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+The possibilistic moments of fuzzy numbers and their applications
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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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+Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing
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+Fuzzy portfolio optimization under downside risk measures
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+Neural network-based mean-variance-skewness model for portfolio selection
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+Fuzzy sets as a basis for a theory of possibility
@@ Property / cites work: Fuzzy sets as a basis for a theory of possibility / rank @@
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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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