Viability of infeasible portfolio selection problems: A fuzzy approach
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Publication:1600964
DOI10.1016/S0377-2217(01)00175-8zbMATH Open1007.90082OpenAlexW2080658183WikidataQ57512830 ScholiaQ57512830MaRDI QIDQ1600964FDOQ1600964
Authors: Teresa León, V. Liern, E. Vercher 
Publication date: 16 June 2002
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-2217(01)00175-8
Recommendations
Theory of fuzzy sets, etc. (03E72) Portfolio theory (91G10) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)
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Cited In (36)
- Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints
- A new risk criterion in fuzzy environment and its application
- Duality in fuzzy linear programming: a survey
- A review of credibilistic portfolio selection
- Investor-friendly and robust portfolio selection model integrating forecasts for financial tendency and risk-averse
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints
- Mean-entropy model of uncertain portfolio selection problem
- A fuzzy method to repair infeasibility in linearly constrained problems
- Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm
- Forecasting portfolio returns using weighted fuzzy time series methods
- A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection
- Fuzzy linear programming problems: models and solutions
- Fuzzy portfolio optimization under downside risk measures
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
- Fuzzy portfolio selection including cardinality constraints and integer conditions
- A multi-stage multi criteria model for portfolio management
- Portfolio selection problems with random fuzzy variable returns
- Probability maximization models for portfolio selection under ambiguity
- Portfolio rebalancing model with transaction costs based on fuzzy decision theory
- Fuzzy multi-period portfolio selection optimization models using multiple criteria
- Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm
- 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
- A cutting plane algorithm for MV portfolio selection model
- Portfolio selection under possibilistic mean-variance utility and a SMO algorithm
- Possibilistic mean-standard deviation models to portfolio selection for bounded assets
- A mean-variance portfolio selection model with interval-valued possibility measures
- Exact and heuristic procedures for solving the fuzzy portfolio selection problem
- A model for solving incompatible fuzzy goal programming: an application to portfolio selection
- Uncertainty portfolio model in cross currency markets
- A class of chance constrained multi-objective portfolio selection model under fuzzy random environment
- Fuzzy portfolio optimization a quadratic programming approach
- Asset portfolio optimization using fuzzy mathematical programming
- Fuzzy portfolio selection using genetic algorithm
- Fuzzy portfolio model with fuzzy-input return rates and fuzzy-output proportions
- Multi-period cardinality constrained portfolio selection models with interval coefficients
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