A stochastic soft constraints fuzzy model for a portfolio selection problem
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Cites work
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- Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
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- Duality and statistical tests of optimality for two stage stochastic programs
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- On fuzzy stochastic optimization
- Optimisation under hybrid uncertainty
- Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
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Cited in
(22)- Fuzzy portfolio selection using fuzzy analytic hierarchy process
- A cutting plane algorithm for MV portfolio selection model
- A review of credibilistic portfolio selection
- Value at risk methodology under soft conditions approach (fuzzy-stochastic approach)
- A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
- A risk index model for portfolio selection with returns subject to experts' estimations
- Fuzzy multi-period portfolio selection optimization models using multiple criteria
- Credibilistic multi-period portfolio optimization based on scenario tree
- A possibilistic portfolio model with fuzzy liquidity constraint
- Stochastic differential equations with imprecisely defined parameters in market analysis
- A new perspective for optimal portfolio selection with random fuzzy returns
- Asset portfolio optimization using fuzzy mathematical programming
- Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints
- Mean-risk model for uncertain portfolio selection
- Weighted portfolio selection models based on possibility theory
- Minimax mean-variance models for fuzzy portfolio selection
- Fuzzy post-retirement financial concepts: an exploratory study
- Fuzzy portfolio model with fuzzy-input return rates and fuzzy-output proportions
- On fuzzy portfolio selection problems
- A fuzzy portfolio selection method based on possibilistic mean and variance
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
- Gradually tolerant constraint method for fuzzy portfolio based on possibility theory
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