Pages that link to "Item:Q1031991"

The following pages link to Mean-variance models for portfolio selection with fuzzy random returns (Q1031991):

Displaying 11 items.

• Spread of fuzzy variable and expectation-spread model for fuzzy portfolio optimization problem (Q545598) (← links)
• A new data envelopment analysis model with fuzzy random inputs and outputs (Q980433) (← links)
• A nonlinear interval portfolio selection model and its application in banks (Q1794302) (← links)
• Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model (Q1794832) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• A new uncertain random portfolio optimization model for complex systems with downside risks and diversification (Q2113034) (← links)
• Portfolio optimization in real financial markets with both uncertainty and randomness (Q2240280) (← links)
• Multi-period portfolio selection with dynamic risk/expected-return level under fuzzy random uncertainty (Q2292986) (← links)
• Mean-risk model for uncertain portfolio selection (Q2514497) (← links)
• Portfolio selection under higher moments using fuzzy multi-objective linear programming (Q2987922) (← links)
• A new quadratic deviation of fuzzy random variable and its application to portfolio optimization (Q5858195) (← links)