Portfolio selection problems with random fuzzy variable returns
From MaRDI portal
Publication:1043260
DOI10.1016/j.fss.2008.11.010zbMath1186.91193MaRDI QIDQ1043260
Takashi Hasuike, Hideki Katagiri, Hiroaki Ishii
Publication date: 7 December 2009
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.fss.2008.11.010
90C30: Nonlinear programming
90C20: Quadratic programming
90C15: Stochastic programming
90C70: Fuzzy and other nonstochastic uncertainty mathematical programming
91G10: Portfolio theory
Related Items
A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection, Portfolio selection problems with random fuzzy variable returns, UNCERTAINTY PORTFOLIO MODEL IN CROSS CURRENCY MARKETS
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Decision-maker's preferences modeling in the stochastic goal programming
- Two new models for portfolio selection with stochastic returns taking fuzzy information
- Fuzzy portfolio optimization under downside risk measures
- Portfolio selection problems with random fuzzy variable returns
- Fuzzy and stochastic programming
- Distributional efficiency in multiobjective stochastic linear programming
- A mean-absolute deviation-skewness portfolio optimization model
- Viability of infeasible portfolio selection problems: A fuzzy approach
- On fuzzy random linear knapsack problems
- Portfolio selection based on upper and lower exponential possibility distributions
- A possibilistic approach to selecting portfolios with highest utility score
- Theory and practice of uncertain programming
- Dominance and efficiency in multicriteria decision under uncertainty
- Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
- Portfolio selection based on fuzzy probabilities and possibility distributions
- PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION
- Possibilistic–Probabilistic Models and Methods of Portfolio Optimization
- Application of goal programming in a multi-objective reservoir operation model in Tunisia
- On possibilistic mean value and variance of fuzzy numbers
