Pages that link to "Item:Q2456498"

The following pages link to A new perspective for optimal portfolio selection with random fuzzy returns (Q2456498):

Displaying 19 items.

• A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection (Q423150) (← links)
• Solving multi-period project selection problems with fuzzy goal programming based on TOPSIS and a fuzzy preference relation (Q497650) (← links)
• Random credibilitic portfolio selection problem with different convex transaction costs (Q780216) (← links)
• Modelling redundancy allocation for a fuzzy random parallel-series system (Q843161) (← links)
• Gradually tolerant constraint method for fuzzy portfolio based on possibility theory (Q903560) (← links)
• Multi-objective decision making model under fuzzy random environment and its application to inventory problems (Q931091) (← links)
• Fuzzy portfolio selection using fuzzy analytic hierarchy process (Q1007851) (← links)
• A review of credibilistic portfolio selection (Q1037447) (← links)
• A nonlinear interval portfolio selection model and its application in banks (Q1794302) (← 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)
• A multi-objective decision-making model with fuzzy rough coefficients and its application to the inventory problem (Q2269818) (← links)
• The effect of exit strategy on optimal portfolio selection with birandom returns (Q2375443) (← links)
• Pricing a contingent claim with random interval or fuzzy random payoff in one-period setting (Q2389730) (← links)
• Estimation of flexible fuzzy GARCH models for conditional density estimation (Q2629962) (← links)
• A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances (Q2669799) (← links)
• Optimal Control of Uncertain Stochastic Systems with Markovian Switching and Its Applications to Portfolio Decisions (Q2790365) (← links)
• MEAN-SEMIVARIANCE MODELS FOR PORTFOLIO OPTIMIZATION PROBLEM WITH MIXED UNCERTAINTY OF FUZZINESS AND RANDOMNESS (Q3195021) (← links)
• Adaptive evolutionary algorithms for portfolio selection problems (Q6088765) (← links)