Multiobjective expected value model for portfolio selection in fuzzy environment
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Cites work
- scientific article; zbMATH DE number 3175708 (Why is no real title available?)
- scientific article; zbMATH DE number 3497315 (Why is no real title available?)
- A SUFFICIENT AND NECESSARY CONDITION FOR CREDIBILITY MEASURES
- A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns
- A possibilistic approach to selecting portfolios with highest utility score
- A review of credibilistic portfolio selection
- A survey of credibility theory
- An estimation model of value-at-risk portfolio under uncertainty
- Asset portfolio optimization using fuzzy mathematical programming
- Asset portfolio optimization using support vector machines and real-coded genetic algorithm
- Computation of mean-semivariance efficient sets by the critical line algorithm
- Fuzzy mean-variance portfolio selection problems
- Fuzzy mean-variance-skewness portfolio selection models by interval analysis
- Fuzzy sets
- Mean-semivariance models for fuzzy portfolio selection
- Mean-variance-skewness model for portfolio selection with fuzzy returns
- On fuzzy portfolio selection problems
- Portfolio adjusting optimization under credibility measures
- Portfolio rebalancing model with transaction costs based on fuzzy decision theory
- Portfolio selection based on fuzzy cross-entropy
- Portfolio selection problems with random fuzzy variable returns
- Portfolio selection under independent possibilistic information
- Portfolio selection with fuzzy returns
- Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
- Toward a generalized theory of uncertainty (GTU) -- an outline
- Uncertainty theory. An introduction to its axiomatic foundations.
- Variance vs downside risk: Is there really that much difference?
- Weighted portfolio selection models based on possibility theory
Cited in
(15)- Multi-criteria group decision-making for portfolio allocation with consensus reaching process under interval type-2 fuzzy environment
- Fuzzy chance-constrained goal programming model for multi-attribute financial portfolio selection
- A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs
- A fuzzy goal programming approach to portfolio selection
- Fuzzy portfolio selection with non-financial goals: exploring the efficient frontier
- A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms
- Fuzzy optimal portfolio selection based on multi-objective mean-variance-skewness model by using NSGA-II algorithm
- Multi-objective portfolio selection model with fuzzy random returns and a compromise approach-based genetic algorithm
- A multistage stochastic programming framework for cardinality constrained portfolio optimization
- Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem
- Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments
- Solution of uncertain constrained multi-objective travelling salesman problem with aspiration level based multi objective quasi oppositional Jaya algorithm
- Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints
- A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic
- Expected value multiobjective portfolio rebalancing model with fuzzy parameters
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