Pages that link to "Item:Q422438"
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The following pages link to Minimax mean-variance models for fuzzy portfolio selection (Q422438):
Displaying 9 items.
- An expected regret minimization portfolio selection model (Q439531) (← links)
- A new risk criterion in fuzzy environment and its application (Q693392) (← links)
- Partial divergence measure of uncertain random variables and its application (Q780262) (← links)
- Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels (Q1671765) (← links)
- Fuzzy multi-period portfolio selection model with discounted transaction costs (Q1703702) (← links)
- Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem (Q1730618) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- A new portfolio selection model with interval-typed random variables and the empirical analysis (Q1797766) (← links)
- A risk index to find the optimal uncertain random portfolio (Q2100248) (← links)
