A possibilistic approach to selecting portfolios with highest utility score

From MaRDI portal
Revision as of 11:37, 1 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1867390

DOI10.1016/S0165-0114(01)00251-2zbMath1027.91038MaRDI QIDQ1867390

Yanyan Li

Publication date: 2 April 2003

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)




Related Items (85)

Estimation of fuzzy portfolio efficiency via an improved DEA approachArtificial bee colony algorithm for constrained possibilistic portfolio optimization problemInternational portfolio selection model with exchange rate riskMultiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraintsForecasting portfolio returns using weighted fuzzy time series methodsA fuzzy portfolio selection model with background riskA multi-period fuzzy portfolio optimization model with minimum transaction lotsA fuzzy portfolio selection method based on possibilistic mean and varianceUncertain random mean–variance–skewness models for the portfolio optimization problemOn the possibilistic mean value and variance of multiplication of fuzzy numbersMean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returnsPossibilistic mean-standard deviation models to portfolio selection for bounded assetsA multi-period fuzzy mean-minimax risk portfolio model with investor's risk attitudeExpected utility operators and possibilistic risk aversionMEAN-SEMIVARIANCE MODELS FOR PORTFOLIO OPTIMIZATION PROBLEM WITH MIXED UNCERTAINTY OF FUZZINESS AND RANDOMNESSMultiperiod mean semi-absolute deviation interval portfolio selection with entropy constraintsTwo new models for portfolio selection with stochastic returns taking fuzzy informationFuzzy portfolio optimization under downside risk measuresWeighted portfolio selection models based on possibility theoryPossibilistic mean-variance models and efficient frontiers for portfolio selection problemA risk index model for portfolio selection with returns subject to experts' estimationsMultiobjective expected value model for portfolio selection in fuzzy environmentFuzzy multi-period portfolio selection optimization models using multiple criteriaMulti-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithmFuzzy portfolio selection problem with different borrowing and lending ratesUnnamed ItemPossibilistic mean based defuzzification for fuzzy expert systems and fuzzy control -- LSD for general fuzzy setsA Portfolio Selection Methodology Based on Data Envelopment AnalysisMinimax mean-variance models for fuzzy portfolio selectionA multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selectionPossibilistic risk aversion in group decisions: theory with application in the insurance of giga-investments valued through the fuzzy pay-off methodA possibilistic approach to risk aversionFuzzy multi-period portfolio selection model with discounted transaction costsA possibilistic portfolio model with fuzzy liquidity constraintAn expected regret minimization portfolio selection modelMultidimensional possibilistic risk aversionA risk index model for multi-period uncertain portfolio selectionRisk-controlled multiobjective portfolio selection problem using a principle of compromisePortfolio adjusting optimization with added assets and transaction costs based on credibility measuresPortfolios with fuzzy returns: Selection strategies based on semi-infinite programmingMean-semivariance models for fuzzy portfolio selectionA risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic momentsRisk curve and fuzzy portfolio selectionFuzzy post-retirement financial concepts: an exploratory studyEfficiency evaluation of fuzzy portfolio in different risk measures via DEAA hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costsA new perspective for optimal portfolio selection with random fuzzy returnsCredibilistic variance and skewness of trapezoidal fuzzy variable and mean-variance-skewness model for portfolio selectionOn two dominances of fuzzy variables based on a parametrized fuzzy measure and application to portfolio selection with fuzzy returnNotes on possibilistic variances of fuzzy numbersAn efficient dynamic model for solving a portfolio selection with uncertain chance constraint modelsAsset portfolio optimization using fuzzy mathematical programmingA new index for bond management in an uncertain environmentA new risk criterion in fuzzy environment and its applicationA mean-variance portfolio selection model with interval-valued possibility measuresPortfolio adjusting optimization under credibility measuresFuzzy portfolio optimization model under real constraintsFuzzy chance-constrained portfolio selectionExpected model for portfolio selection with random fuzzy returnsA note on ``Portfolio selection under possibilistic mean-variance utility and a SMO algorithmGeneralised soft binomial American real option pricing model (fuzzy-stochastic approach)Modeling portfolio optimization problem by probability-credibility equilibrium risk criterionRobust-based interactive portfolio selection problems with an uncertainty set of returnsOptimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk modelA novel robust fuzzy stochastic programming for closed loop supply chain network design under hybrid uncertaintyPortfolio selection problems with Markowitz's mean-variance framework: a review of literatureA hybrid intelligent algorithm for portfolio selection problem with fuzzy returnsMean-risk model for uncertain portfolio selectionUNCERTAINTY PORTFOLIO MODEL IN CROSS CURRENCY MARKETSPerformance evaluation of portfolios with fuzzy returnsPortfolio selection under possibilistic mean-variance utility and a SMO algorithmMulti-objective possibilistic model for portfolio selection with transaction costAdvanced strategies of portfolio management in the Heston market modelMean-variance models for portfolio selection with fuzzy random returnsMulti-period mean-semivariance portfolio optimization based on uncertain measurePenalty algorithm based on conjugate gradient method for solving portfolio management problemA cutting plane algorithm for MV portfolio selection modelA review of credibilistic portfolio selectionPortfolio selection problems with random fuzzy variable returnsPossibilistic mean-variance portfolios versus probabilistic ones: the winner is...Mean-Entropy Model of Uncertain Portfolio Selection ProblemApplication of artificial bee colony algorithm to portfolio adjustment problem with transaction costsFuzzy portfolio model with fuzzy-input return rates and fuzzy-output proportionsA NEW NOTION OF POSSIBILISTIC COVARIANCEA new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control




Cites Work




This page was built for publication: A possibilistic approach to selecting portfolios with highest utility score