Multi-period portfolio selection with dynamic risk/expected-return level under fuzzy random uncertainty
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Publication:2292986
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Cited in
(14)- Multi-period mean-semivariance portfolio optimization based on uncertain measure
- A new procedure in stock market forecasting based on fuzzy random auto-regression time series model
- A new quadratic deviation of fuzzy random variable and its application to portfolio optimization
- A risk index model for multi-period uncertain portfolio selection
- A dynamic average value-at-risk portfolio model with fuzzy random variables
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory
- Intuitionistic fuzzy optimistic and pessimistic multi-period portfolio optimization models
- scientific article; zbMATH DE number 6311039 (Why is no real title available?)
- A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic
- Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments
- Random credibilitic portfolio selection problem with different convex transaction costs
- Equilibrium reliability measure for structural design under twofold uncertainty
- On a fuzzy discretization of continuous distributions with applications to risk models
- Distributionally robust portfolio optimization with second-order stochastic dominance based on Wasserstein metric
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