An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (Q2099874): Difference between revisions

@@ Property / cites work @@
+Optimal Portfolio Diversification Using the Maximum Entropy Principle
+Normal rank
@@ Property / cites work @@
+Portfolio Optimization Under a Minimax Rule
@@ Property / cites work: Portfolio Optimization Under a Minimax Rule / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-period portfolio optimization with linear control policies
+Normal rank
@@ Property / cites work @@
+Multi-period mean-semivariance portfolio optimization based on uncertain measure
+Normal rank
@@ Property / cites work @@
+Mean-risk model for uncertain portfolio selection
@@ Property / cites work: Mean-risk model for uncertain portfolio selection / rank @@
+Normal rank
@@ Property / cites work @@
+A risk index model for portfolio selection with returns subject to experts' estimations
+Normal rank
@@ Property / cites work @@
+Multi-objective possibilistic model for portfolio selection with transaction cost
+Normal rank
@@ Property / cites work @@
+Q4001486
@@ Property / cites work: Q4001486 / rank @@
+Normal rank
@@ Property / cites work @@
+PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION
+Normal rank
@@ Property / cites work @@
+Uncertain portfolio optimization problem under a minimax risk measure
+Normal rank
@@ Property / cites work @@
+Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint
+Normal rank
@@ Property / cites work @@
+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
+Normal rank
@@ Property / cites work @@
+Uncertain mean-variance model for dynamic project portfolio selection problem with divisibility
+Normal rank
@@ Property / cites work @@
+Uncertainty theory
@@ Property / cites work: Uncertainty theory / rank @@
+Normal rank
@@ Property / cites work @@
+A multi-period fuzzy portfolio optimization model with minimum transaction lots
+Normal rank
@@ Property / cites work @@
+Triangular entropy of uncertain variables with application to portfolio selection
+Normal rank
@@ Property / cites work @@
+Uncertain portfolio adjusting model using semiabsolute deviation
+Normal rank
@@ Property / cites work @@
+Portfolio optimization using a new probabilistic risk measure
+Normal rank
@@ Property / cites work @@
+CVaR-based robust models for portfolio selection
@@ Property / cites work: CVaR-based robust models for portfolio selection / rank @@
+Normal rank
@@ Property / cites work @@
+Fuzzy portfolio model with different investor risk attitudes
+Normal rank
@@ Property / cites work @@
+Multi-period optimization portfolio with bankruptcy control in stochastic market
+Normal rank
@@ Property / cites work @@
+Fuzzy multi-objective portfolio model based on semi-variance--semi-absolute deviation risk measures
+Normal rank
@@ Property / cites work @@
+A formula to calculate the variance of uncertain variable
+Normal rank
@@ Property / cites work @@
+UNCERTAIN DECISION MAKING AND ITS APPLICATION TO PORTFOLIO SELECTION PROBLEM
+Normal rank
@@ Property / cites work @@
+Mean-risk model for uncertain portfolio selection with background risk
+Normal rank
@@ Property / cites work @@
+A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
+Normal rank
@@ Property / cites work @@
+UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
+Normal rank