Portfolio selection under different attitudes in fuzzy environment

DOI10.1016/j.ins.2018.06.013zbMath1448.91276OpenAlexW2805957816MaRDI QIDQ2198246

Xiangping Yang, Benjamin Lev, Jue Wang, Yan Tu, Xiaoyang Zhou, Shou-Yang 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

zbMATH Keywords

portfolio selectionfuzzy variablevalue at risk\(\varepsilon\)-constraint methodconservative-neutral-aggressive attitude

Mathematics Subject Classification ID

Portfolio theory (91G10) Mathematical economics and fuzziness (91B86)

Related Items (2)

A multi-period fuzzy mean-minimax risk portfolio model with investor's risk attitude ⋮ Multi-criteria group decision-making for portfolio allocation with consensus reaching process under interval type-2 fuzzy environment

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• A class of fuzzy random optimization: Expected value models.
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• Safety First and the Holding of Assets

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