Pages that link to "Item:Q869193"

The following pages link to Two new models for portfolio selection with stochastic returns taking fuzzy information (Q869193):

Displaying 27 items.

• Heterogeneous beliefs, regret, and uncertainty: the role of speculation in energy price dynamics (Q319957) (← links)
• Weighted portfolio selection models based on possibility theory (Q376652) (← links)
• Minimax mean-variance models for fuzzy portfolio selection (Q422438) (← links)
• Random credibilitic portfolio selection problem with different convex transaction costs (Q780216) (← links)
• A fuzzy portfolio selection method based on possibilistic mean and variance (Q841982) (← links)
• Mean-semivariance models for fuzzy portfolio selection (Q929900) (← links)
• On chance maximization model in fuzzy random decision systems (Q969901) (← links)
• Penalty algorithm based on conjugate gradient method for solving portfolio management problem (Q1035576) (← links)
• A review of credibilistic portfolio selection (Q1037447) (← links)
• Portfolio selection problems with random fuzzy variable returns (Q1043260) (← 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)
• An information axiom based decision making approach under hybrid uncertain environments (Q1749185) (← links)
• Stock market prediction and portfolio selection models: a survey (Q1788855) (← 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)
• 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)
• Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments (Q2198198) (← links)
• Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint (Q2295230) (← links)
• Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients (Q2385686) (← links)
• A new perspective for optimal portfolio selection with random fuzzy returns (Q2456498) (← links)
• Asset portfolio optimization using fuzzy mathematical programming (Q2476800) (← links)
• Mean-risk model for uncertain portfolio selection (Q2514497) (← links)
• The benefits of differential variance-based constraints in portfolio optimization (Q2514708) (← links)
• MEAN-SEMIVARIANCE MODELS FOR PORTFOLIO OPTIMIZATION PROBLEM WITH MIXED UNCERTAINTY OF FUZZINESS AND RANDOMNESS (Q3195021) (← links)
• Expected model for portfolio selection with random fuzzy returns (Q3603702) (← links)