Pages that link to "Item:Q2489170"

The following pages link to Fuzzy compromise programming for portfolio selection (Q2489170):

Displaying 39 items.

• Value of information in portfolio selection, with a Taiwan stock market application illustration (Q323188) (← links)
• Weighted portfolio selection models based on possibility theory (Q376652) (← links)
• Fuzzy portfolio selection problem with different borrowing and lending rates (Q410338) (← links)
• Minimax mean-variance models for fuzzy portfolio selection (Q422438) (← links)
• Multi-period cardinality constrained portfolio selection models with interval coefficients (Q512955) (← links)
• Spread of fuzzy variable and expectation-spread model for fuzzy portfolio optimization problem (Q545598) (← links)
• Fuzzy mean-variance-skewness portfolio selection models by interval analysis (Q630734) (← links)
• Portfolio adjusting optimization with added assets and transaction costs based on credibility measures (Q654810) (← links)
• A fuzzy portfolio selection method based on possibilistic mean and variance (Q841982) (← links)
• Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model (Q861159) (← links)
• Fuzzy portfolio optimization under downside risk measures (Q877972) (← links)
• Mean-semivariance models for fuzzy portfolio selection (Q929900) (← links)
• A new approach for multiobjective decision making based on fuzzy distance minimization (Q947858) (← links)
• A class of possibilistic portfolio selection model with interval coefficients and its application (Q1001149) (← links)
• Fuzzy portfolio selection using fuzzy analytic hierarchy process (Q1007851) (← links)
• Portfolio selection based on fuzzy cross-entropy (Q1019779) (← links)
• Mean-variance models for portfolio selection with fuzzy random returns (Q1031991) (← links)
• A cutting plane algorithm for MV portfolio selection model (Q1036539) (← links)
• A review of credibilistic portfolio selection (Q1037447) (← links)
• Mean-variance-skewness model for portfolio selection with fuzzy returns (Q1038405) (← links)
• Two-stage fuzzy portfolio selection problem with transaction costs (Q1666305) (← links)
• Risk-controlled multiobjective portfolio selection problem using a principle of compromise (Q1717903) (← links)
• Portfolio selection based on distance between fuzzy variables (Q1718279) (← links)
• Robust-based interactive portfolio selection problems with an uncertainty set of returns (Q1794340) (← links)
• A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs (Q1926941) (← links)
• A risk index model for portfolio selection with returns subject to experts' estimations (Q1927279) (← links)
• Fuzzy portfolio optimization model under real constraints (Q2015637) (← links)
• Credibilistic multi-period portfolio optimization based on scenario tree (Q2148251) (← links)
• A fuzzy multifactor asset pricing model (Q2151671) (← links)
• A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic (Q2167950) (← links)
• Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments (Q2198198) (← links)
• On constructing expert Betas for single-index model (Q2371378) (← links)
• A two-asset stochastic model for long-term portfolio selection (Q2390406) (← links)
• Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review (Q2404329) (← links)
• A new perspective for optimal portfolio selection with random fuzzy returns (Q2456498) (← links)
• Asset portfolio optimization using fuzzy mathematical programming (Q2476800) (← links)
• Financial portfolio management through the goal programming model: current state-of-the-art (Q2514725) (← links)
• Portfolio selection under higher moments using fuzzy multi-objective linear programming (Q2987922) (← links)
• Geometric compromise programming: application in portfolio selection (Q6079996) (← links)