Portfolio selection under higher moments using fuzzy multi-objective linear programming
From MaRDI portal
Recommendations
- Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments
- Uncertain portfolio selection with high-order moments
- A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios
- Fuzzy optimal portfolio selection based on multi-objective mean-variance-skewness model by using NSGA-II algorithm
- Portfolio selection with possibilistic kurtosis
Cites work
- A fuzzy core equivalence theorem
- A fuzzy goal programming approach to portfolio selection
- A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns
- A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection
- A multi-period fuzzy portfolio optimization model with minimum transaction lots
- A necessary and sufficient condition for an NTU fuzzy game to have a non-empty fuzzy core
- A portfolio selection model using fuzzy returns
- A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
- Asset portfolio optimization using fuzzy mathematical programming
- Exact and heuristic procedures for solving the fuzzy portfolio selection problem
- Fuzzy compromise programming for portfolio selection
- Fuzzy mean-variance-skewness portfolio selection models by interval analysis
- Fuzzy multi-period portfolio selection optimization models using multiple criteria
- Fuzzy programming and linear programming with several objective functions
- Fuzzy statistical analysis of multiple regression with crisp and fuzzy covariates and applications in analyzing economic data of China
- Fuzzy stock selection using a new fuzzy ranking and weighting algorithm
- Mean-variance models for portfolio selection with fuzzy random returns
- On solutions of fuzzy random multiobjective quadratic programming with applications in portfolio problem
- On the centroids of fuzzy numbers
- Portfolio selection problems with random fuzzy variable returns
- Spread of fuzzy variable and expectation-spread model for fuzzy portfolio optimization problem
- Standard Risk Aversion
- Strategy-proof fuzzy aggregation rules
- The revised method of ranking fuzzy numbers with an area between the centroid and original points
Cited in
(10)- A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios
- Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments
- Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints
- Uncertain random portfolio selection with high order moments
- scientific article; zbMATH DE number 7448284 (Why is no real title available?)
- Portfolio selection with higher moments
- scientific article; zbMATH DE number 5630815 (Why is no real title available?)
- Uncertain portfolio selection with high-order moments
- Portfolio selection with possibilistic kurtosis
- Portfolio optimization using higher moments in an uncertain random environment
This page was built for publication: Portfolio selection under higher moments using fuzzy multi-objective linear programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2987922)
