The following pages link to (Q4244873):
Displayed 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)
- Fuzzy portfolio selection including cardinality constraints and integer conditions (Q306331) (← links)
- Weighted portfolio selection models based on possibility theory (Q376652) (← links)
- Fuzzy portfolio selection problem with different borrowing and lending rates (Q410338) (← links)
- A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection (Q423150) (← links)
- A risk index model for multi-period uncertain portfolio selection (Q456449) (← links)
- Fuzzy post-retirement financial concepts: an exploratory study (Q478538) (← links)
- Multi-period cardinality constrained portfolio selection models with interval coefficients (Q512955) (← links)
- Vendor selection problem by using an interactive fuzzy multi-objective approach with modified S-curve membership functions (Q611412) (← links)
- Probability maximization models for portfolio selection under ambiguity (Q623758) (← 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 fuzzy portfolio selection method based on possibilistic mean and variance (Q841982) (← links)
- Soft-sensing of level of satisfaction in TOC product-mix decision heuristic using robust fuzzy-LP (Q856197) (← links)
- Fuzzy portfolio optimization under downside risk measures (Q877972) (← links)
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem (Q881904) (← links)
- Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming (Q929609) (← links)
- A fuzzy interactive approach for optimal portfolio management (Q980516) (← links)
- Portfolio selection under possibilistic mean-variance utility and a SMO algorithm (Q1014980) (← links)
- A review of credibilistic portfolio selection (Q1037447) (← links)
- Portfolio selection problems with random fuzzy variable returns (Q1043260) (← links)
- Bector-Chandra type duality in fuzzy linear programming with exponential membership functions (Q1043317) (← links)
- Fuzzy portfolio optimization a quadratic programming approach (Q1433799) (← links)
- Viability of infeasible portfolio selection problems: A fuzzy approach (Q1600964) (← links)
- Risk-controlled multiobjective portfolio selection problem using a principle of compromise (Q1717903) (← links)
- Investor-friendly and robust portfolio selection model integrating forecasts for financial tendency and risk-averse (Q1730448) (← 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)
- A possibilistic approach to selecting portfolios with highest utility score (Q1867390) (← links)
- Exact and heuristic procedures for solving the fuzzy portfolio selection problem (Q1927253) (← links)
- A risk index model for portfolio selection with returns subject to experts' estimations (Q1927279) (← links)
- Fuzzy multi-period portfolio selection optimization models using multiple criteria (Q1932695) (← links)
- A mean-variance portfolio selection model with interval-valued possibility measures (Q2007097) (← links)
- A novel fuzzy dominant goal programming for portfolio selection with systematic risk and non-systematic risk (Q2100492) (← 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)
- Multi-period portfolio selection with dynamic risk/expected-return level under fuzzy random uncertainty (Q2292986) (← links)
- A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms (Q2318256) (← links)
- Possibilistic mean-variance portfolios versus probabilistic ones: the winner is... (Q2331002) (← links)
- On constructing expert Betas for single-index model (Q2371378) (← links)
- Possibilistic mean-standard deviation models to portfolio selection for bounded assets (Q2383677) (← 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)
- Fuzzy portfolio selection using genetic algorithm (Q2466720) (← links)
- Asset portfolio optimization using fuzzy mathematical programming (Q2476800) (← links)
- Mean-risk model for uncertain portfolio selection (Q2514497) (← links)
- Financial portfolio management through the goal programming model: current state-of-the-art (Q2514725) (← links)
- A risk index model for uncertain portfolio selection with background risk (Q2668763) (← links)