A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic (Q2167950): Difference between revisions

Revision as of 00:53, 30 July 2024

scientific article

Language	Label	Description	Also known as
English	A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic	scientific article

Statements

instance of

scholarly article

0 references

title

A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic (English)

0 references

author

Yahia Zare Mehrjerdi

0 references

published in

Numerical Algebra, Control and Optimization

0 references

publication date

1 September 2022

0 references

zbMATH Keywords

portfolio selection

0 references

fuzzy hierarchical TOPSIS

0 references

fractional programming

0 references

chance constrained programming

0 references

goal programing

0 references

MaRDI profile type

Publication

0 references

full work available at URL

https://doi.org/10.3934/naco.2021019

0 references

cites work

Solving joint chance constrained problems using regularization and Benders' decomposition

0 references

A complete algorithm for linear fractional programs

0 references

Q3932576

0 references

Equivalence of various linearization algorithms for linear fractional programming

0 references

Fuzzy compromise programming for portfolio selection

0 references

Programming with linear fractional functionals

0 references

Chance-Constrained Programming

0 references

A sparse chance constrained portfolio selection model with multiple constraints

0 references

Data-driven robust chance constrained problems: a mixture model approach

0 references

On Nonlinear Fractional Programming

0 references

Multi-objective optimization models in finance and investments

0 references

Solving fractional problems with dynamic multistart improving hit-and-run

0 references

Multiple objective linear fractional programming. -- A fuzzy set theoretic approach

0 references

On the effectiveness of scenario generation techniques in single-period portfolio optimization

0 references

A chance constrained approach to fractional programming with random numerator

0 references

Ambiguous Joint Chance Constraints Under Mean and Dispersion Information

0 references

A Standard Measure of Risk and Risk-Value Models

0 references

Global optimization of generalized linear fractional programming with nonlinear constraints

0 references

Scenario-based portfolio selection of investment projects with incomplete probability and utility information

0 references

A simple method for obtaining weakly efficient points in multiobjective linear fractional programming problems

0 references

Multiobjective optimization of credit capital allocation in financial institutions

0 references

A goal programming procedure for fuzzy multiobjective linear fractional programming problem.

0 references

A fuzzy goal programming approach to portfolio selection

0 references

The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments

0 references

Robust and reliable portfolio optimization formulation of a chance constrained problem

0 references

Q3815146

0 references

Stochastic simulation-based genetic algorithm for chance constrained fractional programming problem

0 references

A global optimization algorithm for linear fractional programming

0 references

A Parametric Method for Solving the Linear Fractional Programming Problem

0 references

A sparse enhanced indexation model with chance and cardinality constraints

0 references

Identifiers

zbMATH Open document ID

1492.91336

0 references

DOI

10.3934/naco.2021019

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2167950

@@ Property / cites work @@
+Solving joint chance constrained problems using regularization and Benders' decomposition
+Normal rank
@@ Property / cites work @@
+A complete algorithm for linear fractional programs
+Normal rank
@@ Property / cites work @@
+Q3932576
@@ Property / cites work: Q3932576 / rank @@
+Normal rank
@@ Property / cites work @@
+Equivalence of various linearization algorithms for linear fractional programming
+Normal rank
@@ Property / cites work @@
+Fuzzy compromise programming for portfolio selection
+Normal rank
@@ Property / cites work @@
+Programming with linear fractional functionals
@@ Property / cites work: Programming with linear fractional functionals / rank @@
+Normal rank
@@ Property / cites work @@
+Chance-Constrained Programming
@@ Property / cites work: Chance-Constrained Programming / rank @@
+Normal rank
@@ Property / cites work @@
+A sparse chance constrained portfolio selection model with multiple constraints
+Normal rank
@@ Property / cites work @@
+Data-driven robust chance constrained problems: a mixture model approach
+Normal rank
@@ Property / cites work @@
+On Nonlinear Fractional Programming
@@ Property / cites work: On Nonlinear Fractional Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-objective optimization models in finance and investments
+Normal rank
@@ Property / cites work @@
+Solving fractional problems with dynamic multistart improving hit-and-run
+Normal rank
@@ Property / cites work @@
+Multiple objective linear fractional programming. -- A fuzzy set theoretic approach
+Normal rank
@@ Property / cites work @@
+On the effectiveness of scenario generation techniques in single-period portfolio optimization
+Normal rank
@@ Property / cites work @@
+A chance constrained approach to fractional programming with random numerator
+Normal rank
@@ Property / cites work @@
+Ambiguous Joint Chance Constraints Under Mean and Dispersion Information
+Normal rank
@@ Property / cites work @@
+A Standard Measure of Risk and Risk-Value Models
@@ Property / cites work: A Standard Measure of Risk and Risk-Value Models / rank @@
+Normal rank
@@ Property / cites work @@
+Global optimization of generalized linear fractional programming with nonlinear constraints
+Normal rank
@@ Property / cites work @@
+Scenario-based portfolio selection of investment projects with incomplete probability and utility information
+Normal rank
@@ Property / cites work @@
+A simple method for obtaining weakly efficient points in multiobjective linear fractional programming problems
+Normal rank
@@ Property / cites work @@
+Multiobjective optimization of credit capital allocation in financial institutions
+Normal rank
@@ Property / cites work @@
+A goal programming procedure for fuzzy multiobjective linear fractional programming problem.
+Normal rank
@@ Property / cites work @@
+A fuzzy goal programming approach to portfolio selection
+Normal rank
@@ Property / cites work @@
+The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
+Normal rank
@@ Property / cites work @@
+Robust and reliable portfolio optimization formulation of a chance constrained problem
+Normal rank
@@ Property / cites work @@
+Q3815146
@@ Property / cites work: Q3815146 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic simulation-based genetic algorithm for chance constrained fractional programming problem
+Normal rank
@@ Property / cites work @@
+A global optimization algorithm for linear fractional programming
+Normal rank
@@ Property / cites work @@
+A Parametric Method for Solving the Linear Fractional Programming Problem
+Normal rank
@@ Property / cites work @@
+A sparse enhanced indexation model with chance and cardinality constraints
+Normal rank