Intuitionistic fuzzy optimistic and pessimistic multi-period portfolio optimization models
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Cites work
- A fuzzy goal programming approach to portfolio selection
- A fuzzy portfolio selection model with background risk
- A multi-period fuzzy portfolio optimization model with minimum transaction lots
- A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms
- A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem
- A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
- Application of reproducing kernel algorithm for solving second-order, two-point fuzzy boundary value problems
- Asset portfolio optimization using fuzzy mathematical programming
- Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels
- Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments
- Decision-Making in a Fuzzy Environment
- Expected value multiobjective portfolio rebalancing model with fuzzy parameters
- Fuzzy multi-objective portfolio model based on semi-variance--semi-absolute deviation risk measures
- Fuzzy multi-period portfolio selection model with discounted transaction costs
- Fuzzy multi-period portfolio selection optimization models using multiple criteria
- Fuzzy multi-period portfolio selection with different investment horizons
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- Fuzzy programming and linear programming with several objective functions
- Fuzzy sets
- Heuristics for cardinality constrained portfolio optimization
- Interval valued intuitionistic fuzzy sets
- Intuitionistic fuzzy sets
- Multi-period mean-semivariance portfolio optimization based on uncertain measure
- Multi-period portfolio selection with dynamic risk/expected-return level under fuzzy random uncertainty
- Multiperiod mean absolute deviation uncertain portfolio selection with real constraints
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Cited in
(4)- Elliptic entropy of uncertain random variables with application to portfolio selection
- A multi-period fuzzy mean-minimax risk portfolio model with investor's risk attitude
- Bivariate models of optimism and pessimism in multi-criteria decision-making based on intuitionistic fuzzy sets
- Performance evaluation of DMUs using hybrid fuzzy multi-objective data envelopment analysis
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