Fuzzy investment portfolio selection models based on interval analysis approach
DOI10.1155/2012/628295zbMATH Open1264.91117OpenAlexW2119469845WikidataQ58912342 ScholiaQ58912342MaRDI QIDQ1955014FDOQ1955014
Authors: Haifeng Guo, Baiqing Sun, Hamid Reza Karimi, Yuanjing Ge, Weiquan Jin 
Publication date: 11 June 2013
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/628295
Recommendations
Applications of mathematical programming (90C90) Portfolio theory (91G10) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Interval and finite arithmetic (65G30)
Cites Work
- An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment
- Fuzzy mean-variance-skewness portfolio selection models by interval analysis
- Robust portfolio optimization with derivative insurance guarantees
Cited In (14)
- Review of fuzzy investment research considering modelling environment and element fusion
- Title not available (Why is that?)
- Application of fuzzy theory to the investment decision process
- Fuzzy mean-variance-skewness portfolio selection models by interval analysis
- Using Fuzzy Set Theory to Analyse Investments and Select Portfolios of Tangible Investments in Uncertain Environments
- A fuzzy approach to portfolio selection
- Fuzzy interval methods in investment risk appraisal.
- A nonlinear interval portfolio selection model and its application in banks
- Syndicated venture capital portfolio companies selection: a fuzzy inference system – agent-based approach
- Application of fuzzy measures and interval computation to financial portfolio selection
- A mean-variance portfolio selection model with interval-valued possibility measures
- Establishment and application of portfolio selection model based on fuzzy return rate
- Fuzzy views on Black-Litterman portfolio selection model
- Optimal portfolio strategy under rolling economic maximum drawdown constraints
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