Fuzzy portfolio optimization model under real constraints
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Publication:2015637
DOI10.1016/J.INSMATHECO.2013.09.005zbMATH Open1290.91149OpenAlexW2049604148MaRDI QIDQ2015637FDOQ2015637
Authors: Yong-Jun Liu, Wei-Guo Zhang 
Publication date: 23 June 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.09.005
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Cited In (23)
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- Fuzzy turnover rate chance constraints portfolio model
- A multi-period fuzzy portfolio optimization model with minimum transaction lots
- Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem
- Possibilistic mean-variance portfolios versus probabilistic ones: the winner is...
- Fast quadratic programming for mean-variance portfolio optimisation
- Efficiency evaluation of fuzzy portfolio in different risk measures via DEA
- Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem
- A possibilistic portfolio model with fuzzy liquidity constraint
- A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection
- Fuzzy portfolio diversification with ordered fuzzy numbers
- A random-fuzzy portfolio selection DEA model using value-at-risk and conditional value-at-risk
- Fuzzy optimal portfolio selection based on multi-objective mean-variance-skewness model by using NSGA-II algorithm
- A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs
- Fuzzy optimization of bi-objection portfolio model based on friction market
- A fuzzy goal programming approach to portfolio selection
- Gradually tolerant constraint method for fuzzy portfolio based on possibility theory
- A possibilistic programming approach to portfolio optimization problem under fuzzy data
- Stock portfolio selection under unstable uncertainty via fuzzy mean-semivariance model
- A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control
- Multi-objective portfolio optimization model
- Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels
- A fuzzy robust programming approach to multi-objective portfolio optimisation problem under uncertainty
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