Portfolio selection based on upper and lower exponential possibility distributions

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Cited In (68)

Review of fuzzy investment research considering modelling environment and element fusion
A novel fuzzy dominant goal programming for portfolio selection with systematic risk and non-systematic risk
UNCERTAINTY PORTFOLIO MODEL IN CROSS CURRENCY MARKETS
A possibilistic portfolio model with fuzzy liquidity constraint
Different Probability Distributions for Portfolio Selection in the Chance Constrained Compromise Programming Model
Fuzzy portfolio optimization with tax, transaction cost and investment amount: a developing country case
A fuzzy multifactor asset pricing model
Non-dominated sorting genetic algorithm-II for possibilistic mean-semiabsolute deviation-Yager entropy portfolio model with complex real-world constraints
Fuzzy portfolio model with fuzzy-input return rates and fuzzy-output proportions
Fuzzy compromise programming for portfolio selection
A multi-period fuzzy portfolio optimization model with minimum transaction lots
A crop planning problem with fuzzy random profit coefficients
On the use of conditional expectation in portfolio selection problems
Fuzzy portfolio selection problem with different borrowing and lending rates
A new risk criterion in fuzzy environment and its application
CAPM with fuzzy returns and hypothesis testing
Real-time fuzzy regression analysis: a convex hull approach
An expected regret minimization portfolio selection model
A review of credibilistic portfolio selection
Portfolio selection based on fuzzy cross-entropy
Mean-variance-skewness model for portfolio selection with fuzzy returns
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
Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem
Fuzzy portfolio selection using fuzzy analytic hierarchy process
Forecasting portfolio returns using weighted fuzzy time series methods
A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection
A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns
Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model
Fuzzy portfolio optimization under downside risk measures
Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
Mean-semivariance models for fuzzy portfolio selection
A class of possibilistic portfolio selection model with interval coefficients and its application
A mathematical model for identifying an optimal waste management policy under uncertainty
Fuzzy risk adjusted performance measures: application to hedge funds
Portfolio selection problems with random fuzzy variable returns
Probability maximization models for portfolio selection under ambiguity
Viability of infeasible portfolio selection problems: A fuzzy approach
Title not available (Why is that?)
On formation of security portfolio with uniform distribution by logarithmic criterion and priority risk component
Mean-Entropy Model of Uncertain Portfolio Selection Problem
Penalty algorithm based on conjugate gradient method for solving portfolio management problem
Fuzzy chance-constrained portfolio selection
A Portfolio Selection Methodology Based on Data Envelopment Analysis
Two new models for portfolio selection with stochastic returns taking fuzzy information
Expected model for portfolio selection with random fuzzy returns
Modeling portfolio optimization problem by probability-credibility equilibrium risk criterion
A fuzzy goal programming approach to portfolio selection
Foundational contributions of K. Asai and H. Tanaka to fuzzy optimization
Robust-based interactive portfolio selection problems with an uncertainty set of returns
Decision analysis based on fused double exponential possibility distributions.
Upper and lower possibility distributions of fuzzy decision variables in upper level decision problems
A cutting plane algorithm for MV portfolio selection model
Portfolio selection under possibilistic mean-variance utility and a SMO algorithm
A risk index model for portfolio selection with returns subject to experts' estimations
Possibilistic mean-standard deviation models to portfolio selection for bounded assets
A new perspective for optimal portfolio selection with random fuzzy returns
Moments and semi-moments for fuzzy portfolio selection
On constructing expert Betas for single-index model
Asset portfolio optimization using fuzzy mathematical programming
Fuzzy portfolio selection using genetic algorithm
MEAN-SEMIVARIANCE MODELS FOR PORTFOLIO OPTIMIZATION PROBLEM WITH MIXED UNCERTAINTY OF FUZZINESS AND RANDOMNESS
A dual-interval vertex analysis method and its application to environmental decision making under uncertainty
Weighted portfolio selection models based on possibility theory
Portfolio selection problems with Markowitz's mean-variance framework: a review of literature
Possibility distributions of fuzzy decision variables obtained from possibilistic linear programming problems
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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