Pages that link to "Item:Q881904"

The following pages link to Possibilistic mean-variance models and efficient frontiers for portfolio selection problem (Q881904):

Displaying 35 items.

• Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← 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)
• Weighted portfolio selection models based on possibility theory (Q376652) (← links)
• A class of on-line portfolio selection algorithms based on linear learning (Q388589) (← links)
• Multiobjective expected value model for portfolio selection in fuzzy environment (Q395845) (← links)
• Fuzzy portfolio selection problem with different borrowing and lending rates (Q410338) (← links)
• Minimax mean-variance models for fuzzy portfolio selection (Q422438) (← links)
• A risk index model for multi-period uncertain portfolio selection (Q456449) (← links)
• Solving multi-period project selection problems with fuzzy goal programming based on TOPSIS and a fuzzy preference relation (Q497650) (← 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)
• Portfolio adjusting optimization with added assets and transaction costs based on credibility measures (Q654810) (← links)
• A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (Q659258) (← links)
• A fuzzy portfolio selection method based on possibilistic mean and variance (Q841982) (← links)
• On the possibilistic mean value and variance of multiplication of fuzzy numbers (Q843139) (← links)
• Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← links)
• Gradually tolerant constraint method for fuzzy portfolio based on possibility theory (Q903560) (← links)
• Portfolio adjusting optimization under credibility measures (Q972753) (← links)
• Fuzzy portfolio selection using fuzzy analytic hierarchy process (Q1007851) (← links)
• Portfolio selection under possibilistic mean-variance utility and a SMO algorithm (Q1014980) (← links)
• A review of credibilistic portfolio selection (Q1037447) (← links)
• Dispatching rule evaluation in flexible manufacturing systems by a new fuzzy decision model with possibilistic-statistical uncertainties (Q1640470) (← links)
• A novel robust fuzzy stochastic programming for closed loop supply chain network design under hybrid uncertainty (Q1795042) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• A mean-variance portfolio selection model with interval-valued possibility measures (Q2007097) (← 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)
• A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control (Q2351435) (← links)
• Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints (Q2397564) (← links)
• A two-phase possibilistic linear programming methodology for multi-objective supplier evaluation and order allocation problems (Q2466108) (← links)
• Asset portfolio optimization using fuzzy mathematical programming (Q2476800) (← links)
• Mean-risk model for uncertain portfolio selection (Q2514497) (← links)
• A multi-period fuzzy portfolio optimization model with minimum transaction lots (Q2630242) (← links)
• Possibilistic mean based defuzzification for fuzzy expert systems and fuzzy control -- LSD for general fuzzy sets (Q6145184) (← links)