Portfolio selection based on distance between fuzzy variables
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Cites work
- A minimax portfolio selection strategy with equilibrium
- A model for portfolio selection with order of expected returns.
- A new risk criterion in fuzzy environment and its application
- A survey of credibility theory
- Asset portfolio optimization using fuzzy mathematical programming
- Computation of mean-semivariance efficient sets by the critical line algorithm
- Entropy optimization and mathematical programming
- Fuzzy compromise programming for portfolio selection
- Fuzzy mean-variance-skewness portfolio selection models by interval analysis
- Fuzzy sets
- Fuzzy sets as a basis for a theory of possibility
- GSA: A gravitational search algorithm
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- Indeterminacy in portfolio selection
- Large-Scale Portfolio Optimization
- Mean-semivariance models for fuzzy portfolio selection
- Mean-variance-skewness model for portfolio selection with fuzzy returns
- On Minimization and Maximization of Entropy in Various Disciplines
- Portfolio selection based on fuzzy cross-entropy
- Portfolio selection with fuzzy returns
- Semi-iterative minimum cross-entropy algorithms for rare-events, counting, combinatorial and integer programming
- Simulated annealing for complex portfolio selection problems.
- Spread of fuzzy variable and expectation-spread model for fuzzy portfolio optimization problem
- Uncertainty theory
- Variance vs downside risk: Is there really that much difference?
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