Reliable portfolio selection problem in fuzzy environment: an m_ measure based approach
DOI10.3390/A10020043zbMATH Open1461.91272OpenAlexW2606631829MaRDI QIDQ1662706FDOQ1662706
Xinhong Liu, Li Wang, Yuan Feng
Publication date: 20 August 2018
Published in: Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3390/a10020043
Recommendations
- Fuzzy mean-variance portfolio selection problems
- A class of chance constrained multi-objective portfolio selection model under fuzzy random environment
- On fuzzy portfolio selection problems
- Credibilistic parameter estimation and its application in fuzzy portfolio selection
- Portfolio selection based on fuzzy probabilities and possibility distributions
- On fuzzy portfolio selection problems: a parametric representation approach
- A fuzzy portfolio selection method based on possibilistic mean and variance
- A fuzzy approach to portfolio selection
- Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints
- A fuzzy portfolio selection methodology under investing constraints
Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Fuzziness in connection with statistical distributions (62E86)
Cites Work
- Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach
- Theory and practice of uncertain programming
- Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints
- A Mean-Variance Model for Route Guidance in Advanced Traveler Information Systems
- A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints
- Continuous-time mean-variance portfolio selection with random horizon in an incomplete market
- A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection
- Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs
- Mean-variance portfolio selection under a constant elasticity of variance model
- Mean-variance portfolio selection with correlation risk
- Portfolio selection with a new definition of risk
- Portfolio optimization with disutility-based risk measure
- On the strategic behavior of large investors: a mean-variance portfolio approach
- The constrained shortest path problem with stochastic correlated link travel times
- Mean-variance portfolio selection in a complete market with unbounded random coefficients
- Fuzzy variables
- Multi-objective portfolio selection model with fuzzy random returns and a compromise approach-based genetic algorithm
- Mean-chance model for portfolio selection based on uncertain measure
- Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels
- Uncertain portfolio selection with background risk
- Mean-variance portfolio selection with regime switching under shorting prohibition
- Discrete-time behavioral portfolio selection under cumulative prospect theory
- Sparse tangent portfolio selection via semi-definite relaxation
- Fuzzy chance-constrained programming with linear combination of possibility measure and necessity measure
This page was built for publication: Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1662706)