Robust-based interactive portfolio selection problems with an uncertainty set of returns
From MaRDI portal
Publication:1794340
DOI10.1007/S10700-013-9157-XzbMath1397.91556OpenAlexW1992381155MaRDI QIDQ1794340
Takashi Hasuike, Hideki Katagiri
Publication date: 15 October 2018
Published in: Fuzzy Optimization and Decision Making (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10700-013-9157-x
uncertainty setportfolio selection problemrobust programminginteractive fuzzy satisficing methodfuzzy goal
Related Items (5)
Risk-controlled multiobjective portfolio selection problem using a principle of compromise ⋮ Stability advances in robust portfolio optimization under parallelepiped uncertainty ⋮ Investor-friendly and robust portfolio selection model integrating forecasts for financial tendency and risk-averse ⋮ New safe approximation of ambiguous probabilistic constraints for financial optimization problem ⋮ Global minimum variance portfolios under uncertainty: a robust optimization approach
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust optimization and portfolio selection: the cost of robustness
- A portfolio selection model using fuzzy returns
- Two new models for portfolio selection with stochastic returns taking fuzzy information
- Robust portfolio modeling with incomplete cost information and project interdependencies
- A class of possibilistic portfolio selection model with interval coefficients and its application
- A review of credibilistic portfolio selection
- Portfolio selection problems with random fuzzy variable returns
- Fuzzy programming and linear programming with several objective functions
- Robust solutions of uncertain linear programs
- A mean-absolute deviation-skewness portfolio optimization model
- Portfolio selection under independent possibilistic information
- Portfolio selection based on upper and lower exponential possibility distributions
- A possibilistic approach to selecting portfolios with highest utility score
- Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
- Portfolio selection based on fuzzy probabilities and possibility distributions
- Fuzzy compromise programming for portfolio selection
- Fuzzy chance-constrained portfolio selection
- Lectures on Modern Convex Optimization
- The Simplex Method for Quadratic Programming
- Robust Solutions to Least-Squares Problems with Uncertain Data
- Decision-Making in a Fuzzy Environment
- Robust Portfolio Selection Problems
- On possibilistic mean value and variance of fuzzy numbers
This page was built for publication: Robust-based interactive portfolio selection problems with an uncertainty set of returns
