On product of positive \(L\)-\(R\) fuzzy numbers and its application to multi-period portfolio selection problems
From MaRDI portal
Publication:2177756
DOI10.1007/s10700-019-09308-6zbMath1434.03124WikidataQ127283187 ScholiaQ127283187MaRDI QIDQ2177756
Wai-Ki Ching, Lean Yu, Hui Jiang, Sini Guo, Xiang Li
Publication date: 6 May 2020
Published in: Fuzzy Optimization and Decision Making (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10700-019-09308-6
Related Items
Cites Work
- MI-algebras: a new framework for arithmetics of (extensional) fuzzy numbers
- Fuzzy multi-period portfolio selection with different investment horizons
- A portfolio selection model using fuzzy returns
- On fuzzy portfolio selection problems
- The nearest trapezoidal form of a generalized left right fuzzy number
- Fuzzy sets and systems. Theory and applications
- Fuzzy sets as a basis for a theory of possibility
- Operations on fuzzy numbers via fuzzy reasoning
- Chance constrained programming with fuzzy parameters
- On the convergence of product-sum series of \(L-R\) fuzzy numbers
- Genetic algorithm-based multi-criteria project portfolio selection
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature
- The canonical representation of multiplication operation on triangular fuzzy numbers
- Nearest interval approximation of a fuzzy number
- The nearest trapezoidal fuzzy number to a fuzzy quantity
- Optimizing fuzzy portfolio selection problems by parametric quadratic programming
- A new approach for defuzzification
- Weighted triangular approximation of fuzzy numbers
- Mean-risk model for uncertain portfolio selection
- Mean-variance-skewness model for portfolio selection with transaction costs
- Fuzzy sets
- On the interval approximation of a fuzzy number
