A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms
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Cited in
(19)- On the relationship between possibilistic and standard moments of fuzzy numbers
- Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis
- Intuitionistic fuzzy optimistic and pessimistic multi-period portfolio optimization models
- A multi-period fuzzy mean-minimax risk portfolio model with investor's risk attitude
- Adaptive online portfolio selection with transaction costs
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- Portfolio optimization and risk measurement based on non-dominated sorting genetic algorithm
- Mean-risk model for uncertain portfolio selection with background risk and realistic constraints
- A fuzzy multidimensional multiple-choice knapsack model for project portfolio selection using an evolutionary algorithm
- Uncertain portfolio selection with mental accounts
- Fuzzy optimal portfolio selection based on multi-objective mean-variance-skewness model by using NSGA-II algorithm
- A Study on Portfolio Selection Based on Fuzzy Linear Programming
- Maximum Entropy Bi-Objective Model and its Evolutionary Algorithm for Portfolio Optimization
- Adaptive evolutionary algorithms for portfolio selection problems
- Uncertain portfolio selection with borrowing constraint and background risk
- Extropy: dual of entropy for uncertain random variables and iits applications
- A new mean-variance-skewness model for portfolio optimization using three-part zigzag uncertain variable
- An uncertain bi-objective mean-entropy model for portfolio selection with realistic factors
- Random credibilitic portfolio selection problem with different convex transaction costs
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