Portfolio selection under independent possibilistic information
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Publication:1582676
DOI10.1016/S0165-0114(99)00026-3zbMATH Open0982.91028OpenAlexW2056826990MaRDI QIDQ1582676FDOQ1582676
Authors: Masahiro Inuiguchi, Tetsuzo Tanino 
Publication date: 2000
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-0114(99)00026-3
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- Relationships between modality constrained programming problems and various fuzzy mathematical programming problems
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- An achievement rate approach to linear programming problems with an interval objective function
Cited In (53)
- Portfolio optimization based on generalized information theoretic measures
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- Superiority-inferiority modeling coupled minimax-regret analysis for energy management systems
- Identification of filter management strategy in fluid power systems under uncertainty: an interval-fuzzy parameter integer nonlinear programming method
- Multiobjective expected value model for portfolio selection in fuzzy environment
- Numerical simulations of a portfolio selection model with information cost
- Fuzzy portfolio selection problem with different borrowing and lending rates
- A new risk criterion in fuzzy environment and its application
- Fuzzy stock selection using a new fuzzy ranking and weighting algorithm
- Welfare effects of information and rationality in portfolio decisions under parameter uncertainty
- Possibilistic mean-variance portfolios versus probabilistic ones: the winner is...
- An expected regret minimization portfolio selection model
- An estimation model of value-at-risk portfolio under uncertainty
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints
- Generalization bounds for regularized portfolio selection with market side information
- Fuzzy portfolio selection using fuzzy analytic hierarchy process
- Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm
- Portfolio selection using \(\lambda\) mean and hybrid entropy
- A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection
- A fuzzy portfolio selection model with background risk
- Portfolio theory, information theory and Tsallis statistics
- Fuzzy portfolio optimization under downside risk measures
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
- Oblique fuzzy vectors and their use in possibilistic linear programming
- Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming
- A class of possibilistic portfolio selection model with interval coefficients and its application
- Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs
- Necessity measure optimization in linear programming problems with fuzzy polytopes
- A possibilistic approach to selecting portfolios with highest utility score
- Fuzzy multi-period portfolio selection optimization models using multiple criteria
- Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm
- Two-stage fuzzy portfolio selection problem with transaction costs
- Portfolio adjusting optimization with added assets and transaction costs based on credibility measures
- A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments
- The valuation of European options in uncertain environment
- Robust-based interactive portfolio selection problems with an uncertainty set of returns
- Portfolio adjusting optimization under credibility measures
- Portfolio selection under possibilistic mean-variance utility and a SMO algorithm
- An interval portfolio selection problem based on regret function
- A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control
- Possibilistic mean-standard deviation models to portfolio selection for bounded assets
- Exact and heuristic procedures for solving the fuzzy portfolio selection problem
- Uncertainty portfolio model in cross currency markets
- A class of chance constrained multi-objective portfolio selection model under fuzzy random environment
- Fuzzy portfolio model with fuzzy-input return rates and fuzzy-output proportions
- Possibilistic mean-variance-skewness portfolio selection models
- A dual-interval vertex analysis method and its application to environmental decision making under uncertainty
- Multi-period cardinality constrained portfolio selection models with interval coefficients
- Weighted portfolio selection models based on possibility theory
- An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models
- Applying least squares support vector machines to mean-variance portfolio analysis
- Risk-controlled multiobjective portfolio selection problem using a principle of compromise
- A fuzzy portfolio selection method based on possibilistic mean and variance
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