Portfolio selection under different attitudes in fuzzy environment
DOI10.1016/J.INS.2018.06.013zbMATH Open1448.91276OpenAlexW2805957816WikidataQ129722305 ScholiaQ129722305MaRDI QIDQ2198246FDOQ2198246
Authors: Xiaoyang Zhou, Jue Wang, Xiangping Yang, Benjamin Lev, Yan Tu, Shouyang Wang 
Publication date: 9 September 2020
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ins.2018.06.013
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value at riskportfolio selectionfuzzy variable\(\varepsilon\)-constraint methodconservative-neutral-aggressive attitude
Cites Work
- Fuzzy sets
- Title not available (Why is that?)
- Effective implementation of the \(\varepsilon \)-constraint method in multi-objective mathematical programming problems
- Safety First and the Holding of Assets
- Portfolio selection problem with value-at-risk constraints under non-extensive statistical mechanics
- Fuzzy variables
- Approximation based fuzzy multi-objective models with expected objectives and chance constraints: application to earth-rock work allocation
- A class of fuzzy random optimization: Expected value models.
- A class of chance constrained multi-objective portfolio selection model under fuzzy random environment
- Fuzzy portfolio model with different investor risk attitudes
Cited In (5)
- Fuzzy portfolio model with different investor risk attitudes
- Multi-criteria group decision-making for portfolio allocation with consensus reaching process under interval type-2 fuzzy environment
- A fuzzy approach to portfolio selection
- A multi-period fuzzy mean-minimax risk portfolio model with investor's risk attitude
- Fuzzy portfolio selection model with real features and different decision behaviors
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