On fuzzy portfolio selection problems
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Cited in
(59)- scientific article; zbMATH DE number 6887143 (Why is no real title available?)
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- New methods for portfolio selection problem with fuzzy random variable returns
- Credibilitic mean-variance model for multi-period portfolio selection problem with risk control
- A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs
- Possibilistic mean-standard deviation models to portfolio selection for bounded assets
- Fuzzy portfolio optimization. Theory and methods
- A class of possibilistic portfolio selection model with interval coefficients and its application
- Algorithmic Applications in Management
- Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach
- A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
- On interval portfolio selection problem
- Fuzzy multi-period portfolio selection optimization models using multiple criteria
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints
- On fuzzy portfolio selection problems: a parametric representation approach
- A mean-variance portfolio selection model with interval-valued possibility measures
- On product of positive \(L\)-\(R\) fuzzy numbers and its application to multi-period portfolio selection problems
- Pricing a contingent claim with random interval or fuzzy random payoff in one-period setting
- An expected regret minimization portfolio selection model
- A Fuzzy Approach to Portfolio Rebalancing with Transaction Costs
- Exact and heuristic procedures for solving the fuzzy portfolio selection problem
- Multiobjective expected value model for portfolio selection in fuzzy environment
- Financial portfolio management through the goal programming model: current state-of-the-art
- Fuzzy portfolio selection using fuzzy analytic hierarchy process
- On chance maximization model in fuzzy random decision systems
- Credibilistic multi-period portfolio optimization based on scenario tree
- Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review
- An analytic solution for multi-period uncertain portfolio selection problem
- Asset portfolio optimization using fuzzy mathematical programming
- Weighted portfolio selection models based on possibility theory
- An interval portfolio selection problem based on regret function
- Fuzzy views on Black-Litterman portfolio selection model
- Portfolio selection based on fuzzy probabilities and possibility distributions
- A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation
- Incorporating uncertainty in financial models
- A stochastic soft constraints fuzzy model for a portfolio selection problem
- Mathematical Approaches for Fuzzy Portfolio Selection Problems with Normal Mixture Distributions
- A possibilistic portfolio model with fuzzy liquidity constraint
- Fuzzy portfolio optimization under downside risk measures
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
- Mean-semivariance models for portfolio optimization problem with mixed uncertainty of fuzziness and randomness
- Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model
- scientific article; zbMATH DE number 1293544 (Why is no real title available?)
- Multiperiod credibilitic mean semi-absolute deviation portfolio selection
- Fuzzy portfolio selection model with real features and different decision behaviors
- An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models
- Fuzzy multi-period portfolio selection with different investment horizons
- Extending and relating different approaches for solving fuzzy quadratic problems
- Pessimistic, optimistic, and minimax regret approaches for linear programs under uncertainty
- Uncertainty portfolio model in cross currency markets
- A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control
- Multi-period cardinality constrained portfolio selection models with interval coefficients
- Application of fuzzy measures and interval computation to financial portfolio selection
- Expected payoff of trading strategies involving European options for fuzzy financial market
- A portfolio selection model using fuzzy returns
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