Pages that link to "Item:Q929900"

The following pages link to Mean-semivariance models for fuzzy portfolio selection (Q929900):

Displaying 44 items.

• Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
• Dynamic allocations for currency futures under switching regimes signals (Q323115) (← links)
• Weighted portfolio selection models based on possibility theory (Q376652) (← links)
• Multiobjective expected value model for portfolio selection in fuzzy environment (Q395845) (← links)
• Minimax mean-variance models for fuzzy portfolio selection (Q422438) (← links)
• An expected regret minimization portfolio selection model (Q439531) (← links)
• A risk index model for multi-period uncertain portfolio selection (Q456449) (← links)
• Fast sweeping fifth order WENO scheme for static Hamilton-Jacobi equations with accurate boundary treatment (Q618646) (← links)
• Fuzzy mean-variance-skewness portfolio selection models by interval analysis (Q630734) (← links)
• A new risk criterion in fuzzy environment and its application (Q693392) (← links)
• Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization (Q724371) (← links)
• A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns (Q732131) (← links)
• Partial divergence measure of uncertain random variables and its application (Q780262) (← links)
• Portfolio adjusting optimization under credibility measures (Q972753) (← links)
• Portfolio selection based on fuzzy cross-entropy (Q1019779) (← links)
• A review of credibilistic portfolio selection (Q1037447) (← links)
• Mean-variance-skewness model for portfolio selection with fuzzy returns (Q1038405) (← links)
• A new optimization model for project portfolio selection under interval-valued fuzzy environment (Q1637913) (← links)
• Mean-risk model for uncertain portfolio selection with background risk (Q1675937) (← links)
• Portfolio selection based on distance between fuzzy variables (Q1718279) (← links)
• Efficiency evaluation of fuzzy portfolio in different risk measures via DEA (Q1730442) (← links)
• Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
• Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model (Q1794832) (← links)
• A risk index model for portfolio selection with returns subject to experts' estimations (Q1927279) (← links)
• Uncertain portfolio selection with background risk and liquidity constraint (Q1993193) (← links)
• Fuzzy portfolio optimization model under real constraints (Q2015637) (← links)
• Entropy based robust portfolio (Q2078711) (← links)
• A risk index to find the optimal uncertain random portfolio (Q2100248) (← links)
• A random-fuzzy portfolio selection DEA model using value-at-risk and conditional value-at-risk (Q2154315) (← links)
• A multi-period fuzzy mean-minimax risk portfolio model with investor's risk attitude (Q2157055) (← links)
• Maclaurin symmetric mean operators and their applications in the environment of complex q-rung orthopair fuzzy sets (Q2190852) (← links)
• On two dominances of fuzzy variables based on a parametrized fuzzy measure and application to portfolio selection with fuzzy return (Q2241219) (← links)
• Multi-period portfolio selection with dynamic risk/expected-return level under fuzzy random uncertainty (Q2292986) (← links)
• Preference-based evolutionary multi-objective optimization for portfolio selection: a new credibilistic model under investor preferences (Q2301191) (← links)
• Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← links)
• Expected value multiobjective portfolio rebalancing model with fuzzy parameters (Q2442515) (← links)
• Moments and semi-moments for fuzzy portfolio selection (Q2447405) (← links)
• Stock portfolio selection under unstable uncertainty via fuzzy mean-semivariance model (Q2673284) (← links)
• Uncertain random portfolio selection with high order moments (Q2691397) (← links)
• Mean-Entropy Model of Uncertain Portfolio Selection Problem (Q3122284) (← links)
• MEAN-SEMIVARIANCE MODELS FOR PORTFOLIO OPTIMIZATION PROBLEM WITH MIXED UNCERTAINTY OF FUZZINESS AND RANDOMNESS (Q3195021) (← links)
• Portfolio selection based on semivariance and distance correlation under minimum variance framework (Q6067644) (← links)
• Adaptive evolutionary algorithms for portfolio selection problems (Q6088765) (← links)
• High Order Absolutely Convergent Fast Sweeping Methods with Multi-resolution WENO Local Solvers for Eikonal and Factored Eikonal Equations (Q6500186) (← links)