Fuzzy portfolio optimization a quadratic programming approach
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Publication:1433799
DOI10.1016/S0960-0779(03)00071-7zbMATH Open1068.91025OpenAlexW2066412685MaRDI QIDQ1433799FDOQ1433799
Authors: S. Rajasekar 
Publication date: 1 July 2004
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0960-0779(03)00071-7
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Cites Work
- Viability of infeasible portfolio selection problems: A fuzzy approach
- Linear programming with fuzzy variables
- Title not available (Why is that?)
- Title not available (Why is that?)
- The practice of portfolio replication. A practical overview of forward and inverse problems
- A FORMULATION OF FUZZY DECISION PROBLEMS AND ITS APPLICATION TO AN INVESTMENT PROBLEM
- A heuristic algorithm for a portfolio optimization model applied to the Milan stock market
- The efficiency of investment information
- Fuzzy random variable-valued exponential function, logarithmic function and power function
Cited In (18)
- A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification
- Duality in fuzzy quadratic programming with exponential membership functions
- On solutions of fuzzy random multiobjective quadratic programming with applications in portfolio problem
- Fuzzy programming approach for portfolio optimization
- A fuzzy interactive approach for optimal portfolio management
- Quadratic programming with fuzzy parameters: a membership function approach
- A revisit to quadratic programming with fuzzy parameters
- Fuzzy post-retirement financial concepts: an exploratory study
- A variables neighborhood search algorithm for solving fuzzy quadratic programming problems using modified Kerre's method
- Solving fuzzy quadratic programming problems based on ABS algorithm
- A new class of interval projection neural networks for solving interval quadratic program
- Asset portfolio optimization using fuzzy mathematical programming
- Optimality conditions for fuzzy number quadratic programming with fuzzy coefficients
- Fuzzy portfolio optimization model under real constraints
- Guaranteeing solutions of the quadratic programming problem with inexactly assigned parameters and their applications in the investment process
- Strict sensitivity analysis in fuzzy quadratic programming
- A neural network to solve quadratic programming problems with fuzzy parameters
- Fuzzy linear constraints in the capital asset pricing model
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