A fuzzy goal programming approach to portfolio selection
From MaRDI portal
Recommendations
Cites work
- A fuzzy solution approach to a fuzzy linear goal programming problem
- A simple approach to arbitrage pricing theory
- Fuzzy linear constraints in the capital asset pricing model
- Fuzzy parameters multiobjective linear programming problem: Solution analysis
- Fuzzy sets and systems. Theory and applications
- Fuzzy sets as a basis for a theory of possibility
- scientific article; zbMATH DE number 3175708 (Why is no real title available?)
- scientific article; zbMATH DE number 4104412 (Why is no real title available?)
- scientific article; zbMATH DE number 3740690 (Why is no real title available?)
- scientific article; zbMATH DE number 47228 (Why is no real title available?)
- scientific article; zbMATH DE number 720046 (Why is no real title available?)
- Large-Scale Portfolio Optimization
- Multiple objective decision making - methods and applications. A state- of-the-art survey. In collaboration with Sudhakar R. Paidy and Kwangsun Yoon
- Optimal maintenance headcount allocation: an application of Chebyshev Goal Programming
- Portfolio selection based on upper and lower exponential possibility distributions
- Solving the multiobjective possibilistic linear programming problem
- The expected value of a fuzzy number
Cited in
(88)- A class of possibilistic portfolio selection model with interval coefficients and its application
- Fuzzy portfolio selection using fuzzy analytic hierarchy process
- Portfolio selection based on fuzzy cross-entropy
- Mean-variance models for portfolio selection with fuzzy random returns
- Penalty algorithm based on conjugate gradient method for solving portfolio management problem
- A cutting plane algorithm for MV portfolio selection model
- A review of credibilistic portfolio selection
- Mean-variance-skewness model for portfolio selection with fuzzy returns
- Accomodating diverse institutional investment objectives and constraints using nonlinear goal programming
- Solving a multiobjective possibilistic problem through compromise programming
- Exact and heuristic procedures for solving the fuzzy portfolio selection problem
- Optimizing fuzzy portfolio selection problems by parametric quadratic programming
- Uncertain portfolio selection with background risk and liquidity constraint
- Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity
- A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification
- A fuzzy multifactor asset pricing model
- Intuitionistic fuzzy optimistic and pessimistic multi-period portfolio optimization models
- A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic
- Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming
- Uncertain random goal programming
- A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control
- On constructing expert Betas for single-index model
- A two-asset stochastic model for long-term portfolio selection
- Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips
- Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review
- A multiple stochastic goal programming approach for the agent portfolio selection problem
- Fuzzy chance-constrained goal programming model for multi-attribute financial portfolio selection
- Portfolio rebalancing model with transaction costs based on fuzzy decision theory
- Expected value multiobjective portfolio rebalancing model with fuzzy parameters
- Genetic algorithms for portfolio selection problems with minimum transaction lots
- A new perspective for optimal portfolio selection with random fuzzy returns
- Asset portfolio optimization using fuzzy mathematical programming
- Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
- A fuzzy goal programming approach for regional rural development planning
- Fuzzy chance-constrained portfolio selection
- Financial portfolio management through the goal programming model: current state-of-the-art
- Stock portfolio selection under unstable uncertainty via fuzzy mean-semivariance model
- Multiple cross-docks scheduling with multiple doors using fuzzy approach and metaheuristic algorithms
- A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts
- Portfolio selection under higher moments using fuzzy multi-objective linear programming
- Portfolio selection from multiple benchmarks: a goal programming approach to an actual case
- A fuzzy goal programming approach for green supply chain optimisation under activity-based costing and performance evaluation with a value-chain structure
- Fuzzy goal programming model: an overview of the current state-of-the art
- Mean-entropy model of uncertain portfolio selection problem
- Value of information in portfolio selection, with a Taiwan stock market application illustration
- Multi-objective portfolio optimization model
- Fuzzy programming approach for portfolio optimization
- Fuzzy portfolio selection with non-financial goals: exploring the efficient frontier
- Expected model for portfolio selection with random fuzzy returns
- Weighted portfolio selection models based on possibility theory
- Multiobjective expected value model for portfolio selection in fuzzy environment
- Fuzzy portfolio selection problem with different borrowing and lending rates
- Multi-choice goal programming with utility functions
- Minimax mean-variance models for fuzzy portfolio selection
- A comparison between goal programming and regression analysis for portfolio selection
- Asset portfolio optimization using support vector machines and real-coded genetic algorithm
- A model for solving incompatible fuzzy goal programming: an application to portfolio selection
- Mean-risk-skewness models for portfolio optimization based on uncertain measure
- Fuzzy post-retirement financial concepts: an exploratory study
- scientific article; zbMATH DE number 912674 (Why is no real title available?)
- Multi-period cardinality constrained portfolio selection models with interval coefficients
- A goal programming approach for fuzzy multiobjective fractional programming problems
- Goal programming models for managerial strategic decision making
- Portfolio selection problem: a comparison of fuzzy goal programming and linear physical programming
- Spread of fuzzy variable and expectation-spread model for fuzzy portfolio optimization problem
- scientific article; zbMATH DE number 5056704 (Why is no real title available?)
- Dotted Representations of Mean-Variance Efficient Frontiers and their Computation
- Selecting Portfolios Given Multiple Eurostoxx-Based Uncertainty Scenarios: A Stochastic Goal Programming Approach from Fuzzy Betas
- A Portfolio Selection Methodology Based on Data Envelopment Analysis
- Portfolio Selection with Multiple Time Horizons: A Mean Variance—Stochastic Goal Programming Approach
- A Fuzzy Goal Programming Model for Venture Capital Investment Decision Making
- Fuzzy mean-variance-skewness portfolio selection models by interval analysis
- Portfolio selection using \(\lambda\) mean and hybrid entropy
- Robust optimization approaches for portfolio selection: a comparative analysis
- Utilizing RNN based model and bi-objective programming to a new mean-conditional value at risk-entropy for uncertain portfolio optimization with liquidity and diversification
- A new risk criterion in fuzzy environment and its application
- A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns
- Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange
- Randomly generating portfolio-selection covariance matrices with specified distributional characteristics
- Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model
- Two new models for portfolio selection with stochastic returns taking fuzzy information
- Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges
- Gradually tolerant constraint method for fuzzy portfolio based on possibility theory
- Mean-semivariance models for fuzzy portfolio selection
- Risk curve and fuzzy portfolio selection
- Equity portfolio construction and selection using multiobjective mathematical programming
- A fuzzy interactive approach for optimal portfolio management
- A new approach of Romero's extended lexicographic goal programming: fuzzy extended lexicographic goal programming
This page was built for publication: A fuzzy goal programming approach to portfolio selection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5946144)
