Pages that link to "Item:Q2497828"
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The following pages link to Fuzzy chance-constrained portfolio selection (Q2497828):
Displaying 35 items.
- Fuzzy turnover rate chance constraints portfolio model (Q257247) (← 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)
- Gamma distribution approach in chance-constrained stochastic programming model (Q366033) (← links)
- An expected regret minimization portfolio selection model (Q439531) (← links)
- An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models (Q515750) (← 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)
- A chance-constrained portfolio selection model with risk constraints (Q711350) (← links)
- Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization (Q724371) (← links)
- A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns (Q732131) (← links)
- Discrete time credibilistic processes: construction and convergences (Q845304) (← links)
- Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model (Q861159) (← links)
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem (Q881904) (← links)
- Mean-semivariance models for fuzzy portfolio selection (Q929900) (← links)
- Risk curve and fuzzy portfolio selection (Q931739) (← links)
- On chance maximization model in fuzzy random decision systems (Q969901) (← links)
- A survey of credibility theory (Q996087) (← links)
- Penalty algorithm based on conjugate gradient method for solving portfolio management problem (Q1035576) (← links)
- A review of credibilistic portfolio selection (Q1037447) (← links)
- Risk-controlled multiobjective portfolio selection problem using a principle of compromise (Q1717903) (← links)
- Robust-based interactive portfolio selection problems with an uncertainty set of returns (Q1794340) (← links)
- Discrete-time hybrid processes and discounted total expected values (Q1927247) (← links)
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory (Q2175840) (← links)
- Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments (Q2198198) (← links)
- A possibilistic portfolio model with fuzzy liquidity constraint (Q2205332) (← links)
- Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection (Q2313749) (← links)
- A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms (Q2318256) (← links)
- A new perspective for optimal portfolio selection with random fuzzy returns (Q2456498) (← links)
- Portfolio selection with a new definition of risk (Q2462128) (← links)
- Asset portfolio optimization using fuzzy mathematical programming (Q2476800) (← links)
- The convergent results about approximating fuzzy random minimum risk problems (Q2518449) (← links)
- Credibilistic Markov decision processes: The average case (Q2519704) (← links)
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