Pages that link to "Item:Q702287"
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The following pages link to On fuzzy portfolio selection problems (Q702287):
Displayed 40 items.
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
- Fuzzy multi-period portfolio selection with different investment horizons (Q323461) (← links)
- Weighted portfolio selection models based on possibility theory (Q376652) (← links)
- Multiobjective expected value model for portfolio selection in fuzzy environment (Q395845) (← links)
- An expected regret minimization portfolio selection model (Q439531) (← links)
- Multi-period cardinality constrained portfolio selection models with interval coefficients (Q512955) (← links)
- An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models (Q515750) (← links)
- A portfolio selection model using fuzzy returns (Q540671) (← links)
- Extending and relating different approaches for solving fuzzy quadratic problems (Q635935) (← links)
- Fuzzy portfolio optimization under downside risk measures (Q877972) (← links)
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem (Q881904) (← links)
- On chance maximization model in fuzzy random decision systems (Q969901) (← 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)
- On fuzzy portfolio selection problems: a parametric representation approach (Q1674836) (← links)
- A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs (Q1730443) (← links)
- Fuzzy costs in quadratic programming problems (Q1794338) (← links)
- On interval portfolio selection problem (Q1794342) (← links)
- Pessimistic, optimistic, and minimax regret approaches for linear programs under uncertainty (Q1794445) (← links)
- Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model (Q1794832) (← links)
- Fuzzy portfolio selection model with real features and different decision behaviors (Q1795117) (← links)
- A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs (Q1926941) (← links)
- Exact and heuristic procedures for solving the fuzzy portfolio selection problem (Q1927253) (← 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)
- An analytic solution for multi-period uncertain portfolio selection problem (Q2141630) (← links)
- Credibilistic multi-period portfolio optimization based on scenario tree (Q2148251) (← links)
- On product of positive \(L\)-\(R\) fuzzy numbers and its application to multi-period portfolio selection problems (Q2177756) (← links)
- A possibilistic portfolio model with fuzzy liquidity constraint (Q2205332) (← links)
- A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391) (← links)
- A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control (Q2351435) (← links)
- Possibilistic mean-standard deviation models to portfolio selection for bounded assets (Q2383677) (← links)
- Pricing a contingent claim with random interval or fuzzy random payoff in one-period setting (Q2389730) (← links)
- Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review (Q2404329) (← links)
- Credibilitic mean-variance model for multi-period portfolio selection problem with risk control (Q2454358) (← 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)
- An interval portfolio selection problem based on regret function (Q2572835) (← links)
- MEAN-SEMIVARIANCE MODELS FOR PORTFOLIO OPTIMIZATION PROBLEM WITH MIXED UNCERTAINTY OF FUZZINESS AND RANDOMNESS (Q3195021) (← links)
- MULTIPERIOD CREDIBILITIC MEAN SEMI-ABSOLUTE DEVIATION PORTFOLIO SELECTION (Q4553384) (← links)