Pages that link to "Item:Q1867390"
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The following pages link to A possibilistic approach to selecting portfolios with highest utility score (Q1867390):
Displaying 50 items.
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
- Forecasting portfolio returns using weighted fuzzy time series methods (Q289002) (← links)
- A fuzzy portfolio selection model with background risk (Q299669) (← links)
- Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns (Q319614) (← links)
- Weighted portfolio selection models based on possibility theory (Q376652) (← links)
- Multiobjective expected value model for portfolio selection in fuzzy environment (Q395845) (← links)
- Fuzzy portfolio selection problem with different borrowing and lending rates (Q410338) (← links)
- Minimax mean-variance models for fuzzy portfolio selection (Q422438) (← links)
- A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection (Q423150) (← links)
- A possibilistic approach to risk aversion (Q432187) (← links)
- An expected regret minimization portfolio selection model (Q439531) (← links)
- A risk index model for multi-period uncertain portfolio selection (Q456449) (← links)
- Fuzzy post-retirement financial concepts: an exploratory study (Q478538) (← links)
- An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models (Q515750) (← links)
- A new index for bond management in an uncertain environment (Q529271) (← links)
- Multidimensional possibilistic risk aversion (Q646133) (← links)
- Portfolio adjusting optimization with added assets and transaction costs based on credibility measures (Q654810) (← links)
- A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (Q659258) (← links)
- A new risk criterion in fuzzy environment and its application (Q693392) (← links)
- A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns (Q732131) (← links)
- A fuzzy portfolio selection method based on possibilistic mean and variance (Q841982) (← links)
- On the possibilistic mean value and variance of multiplication of fuzzy numbers (Q843139) (← links)
- Two new models for portfolio selection with stochastic returns taking fuzzy information (Q869193) (← links)
- Fuzzy portfolio optimization under downside risk measures (Q877972) (← links)
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem (Q881904) (← links)
- Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← links)
- Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming (Q929609) (← links)
- Mean-semivariance models for fuzzy portfolio selection (Q929900) (← links)
- Risk curve and fuzzy portfolio selection (Q931739) (← links)
- Portfolio adjusting optimization under credibility measures (Q972753) (← links)
- Generalised soft binomial American real option pricing model (fuzzy-stochastic approach) (Q992724) (← links)
- Portfolio selection under possibilistic mean-variance utility and a SMO algorithm (Q1014980) (← links)
- Multi-objective possibilistic model for portfolio selection with transaction cost (Q1019786) (← links)
- Mean-variance models for portfolio selection with fuzzy random returns (Q1031991) (← links)
- Penalty algorithm based on conjugate gradient method for solving portfolio management problem (Q1035576) (← links)
- A cutting plane algorithm for MV portfolio selection model (Q1036539) (← links)
- A review of credibilistic portfolio selection (Q1037447) (← links)
- Portfolio selection problems with random fuzzy variable returns (Q1043260) (← links)
- Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem (Q1618411) (← links)
- Possibilistic risk aversion in group decisions: theory with application in the insurance of giga-investments valued through the fuzzy pay-off method (Q1701923) (← links)
- Fuzzy multi-period portfolio selection model with discounted transaction costs (Q1703702) (← links)
- Risk-controlled multiobjective portfolio selection problem using a principle of compromise (Q1717903) (← links)
- Efficiency evaluation of fuzzy portfolio in different risk measures via DEA (Q1730442) (← links)
- A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs (Q1730443) (← links)
- Modeling portfolio optimization problem by probability-credibility equilibrium risk criterion (Q1793803) (← links)
- Robust-based interactive portfolio selection problems with an uncertainty set of returns (Q1794340) (← links)
- Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model (Q1794832) (← links)
- A novel robust fuzzy stochastic programming for closed loop supply chain network design under hybrid uncertainty (Q1795042) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- A risk index model for portfolio selection with returns subject to experts' estimations (Q1927279) (← links)
