A Portfolio Selection Method Based on Possibility Theory

DOI10.1007/11775096_34MaRDI QIDQ5434414zbMATH OpenOpenAlexFDO

Authors

Publication date 4 January 2008

Published in Algorithmic Aspects in Information and Management (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/11775096_34

Mathematics Subject Classification ID

Portfolio theory (91G10)

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• Notes on possibilistic variances of fuzzy numbers
• scientific article; zbMATH DE number 2185972 (Why is no real title available?)
• Fuzzy data decision support in portfolio selection: a possibilistic safety-first model
• A possibilistic mean absolute deviation portfolio selection model
• A possibilistic approach to investment decision making
• On the possibilistic approach to a portfolio selection problem
• Weighted portfolio selection models based on possibility theory
• A method for portfolio choice
• Portfolio selection with possibilistic kurtosis
• scientific article; zbMATH DE number 2092621 (Why is no real title available?)
• A new possibilistic mean-variance model based on the principal components analysis: an application on the Turkish holding stocks
• Probabilistic optimization with application to portofolio selection
• A fuzzy portfolio selection methodology under investing constraints
• Algorithmic Applications in Management
• A portfolio selection model based on the interval number
• A fuzzy portfolio selection method based on possibilistic mean and variance

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