On interval portfolio selection problem

DOI10.1007/S10700-013-9155-ZMaRDI QIDQ1794342zbMATH OpenOpenAlexFDO

Authors Meng Wu, De-wang Kong, Jiuping Xu, Nan-Jing Huang

Publication date 15 October 2018

Published in Fuzzy Optimization and Decision Making (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10700-013-9155-z

zbMATH Keywords

intervalportfolio selectioninterval analysisinverse interval matrix

Mathematics Subject Classification ID

Portfolio theory (91G10)

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Cites work

• scientific article; zbMATH DE number 51121 (Why is no real title available?)
• A minimax portfolio selection strategy with equilibrium
• A model for portfolio selection with order of expected returns.
• An interval portfolio selection problem based on regret function
• Genetic algorithms for portfolio selection problems with minimum transaction lots
• Interval Methods for Systems of Equations
• Minimax Theorems
• Minimax regret solution to linear programming problems with an interval objective function
• On comparing interval numbers
• On fuzzy portfolio selection problems
• Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
• Sensitivity Analysis for Mean-Variance Portfolio Problems
• Systems of linear interval equations
• THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS

Cited in

(13)

• Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints
• scientific article; zbMATH DE number 5077026 (Why is no real title available?)
• The mean-absolute deviation portfolio selection problem with interval-valued returns
• Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters
• Multiobjective efficient portfolio selection with bounded parameters
• A portfolio selection model based on the interval number
• A nonlinear interval portfolio selection model and its application in banks
• A portfolio optimization model based on information entropy and fuzzy time series
• Portfolio selection problem with interval coefficients
• An interval portfolio selection problem based on regret function
• Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis
• An interval linear programming approach for portfolio selection model
• Multi-period cardinality constrained portfolio selection models with interval coefficients

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