Modeling portfolio optimization problem by probability-credibility equilibrium risk criterion
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Cites work
- scientific article; zbMATH DE number 1293544 (Why is no real title available?)
- A fuzzy portfolio selection model with background risk
- A new risk criterion in fuzzy environment and its application
- A possibilistic approach to selecting portfolios with highest utility score
- Expected Value Operator of Random Fuzzy Variable and Random Fuzzy Expected Value Models
- Fuzzy sets
- Fuzzy sets as a basis for a theory of possibility
- Gradually tolerant constraint method for fuzzy portfolio based on possibility theory
- Mean-variance portfolio selection under a constant elasticity of variance model
- Moments and semi-moments for fuzzy portfolio selection
- Neural network-based mean-variance-skewness model for portfolio selection
- Optimizing fuzzy portfolio selection problems by parametric quadratic programming
- Portfolio adjusting optimization under credibility measures
- Portfolio rebalancing model with transaction costs based on fuzzy decision theory
- Portfolio selection and asset pricing
- Portfolio selection based on fuzzy cross-entropy
- Portfolio selection based on upper and lower exponential possibility distributions
- Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
- Random fuzzy programming with chance measures defined by fuzzy integrals.
- Theory and practice of uncertain programming
- Two new models for portfolio selection with stochastic returns taking fuzzy information
- Two-stage fuzzy portfolio selection problem with transaction costs
Cited in
(8)- Two-stage multiobjective optimization for emergency supplies allocation problem under integrated uncertainty
- An optimization model for a portfolio of financial derived instruments with pledge limitations
- Portfolio Optimization for Credit-Risky Assets under Marshall–Olkin Dependence
- Supplier's strategy: align with the dominant entrant retailer or the vulnerable incumbent retailer?
- Credibilitic mean-variance model for multi-period portfolio selection problem with risk control
- Solving equilibrium standby redundancy optimization problem by hybrid PSO algorithm
- Portfolio Choice with Market--Credit-Risk Dependencies
- Uncertain portfolio selection with borrowing constraint and background risk
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