Fuzzy investment portfolio selection models based on interval analysis approach

DOI10.1155/2012/628295MaRDI QIDQ1955014zbMATH OpenOpenAlexWikidataFDO

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

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Portfolio theory (91G10) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Interval and finite arithmetic (65G30)

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Cites work

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Cited in

(14)

• Review of fuzzy investment research considering modelling environment and element fusion
• scientific article; zbMATH DE number 6000919 (Why is no real title available?)
• Fuzzy mean-variance-skewness portfolio selection models by interval analysis
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• 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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