A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic
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Cites work
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- A simple method for obtaining weakly efficient points in multiobjective linear fractional programming problems
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- A Standard Measure of Risk and Risk-Value Models
- Ambiguous joint chance constraints under mean and dispersion information
- Chance-constrained programming
- Data-driven robust chance constrained problems: a mixture model approach
- Equivalence of various linearization algorithms for linear fractional programming
- Fuzzy compromise programming for portfolio selection
- Global optimization of generalized linear fractional programming with nonlinear constraints
- scientific article; zbMATH DE number 4085440 (Why is no real title available?)
- scientific article; zbMATH DE number 3748742 (Why is no real title available?)
- Multi-objective optimization models in finance and investments
- Multiobjective optimization of credit capital allocation in financial institutions
- Multiple objective linear fractional programming. -- A fuzzy set theoretic approach
- On Nonlinear Fractional Programming
- On the effectiveness of scenario generation techniques in single-period portfolio optimization
- Programming with linear fractional functionals
- Robust and reliable portfolio optimization formulation of a chance constrained problem
- Scenario-based portfolio selection of investment projects with incomplete probability and utility information
- Solving fractional problems with dynamic multistart improving hit-and-run
- Solving joint chance constrained problems using regularization and Benders' decomposition
- Stochastic simulation-based genetic algorithm for chance constrained fractional programming problem
- The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
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