Fuzzy chance-constrained goal programming model for multi-attribute financial portfolio selection
DOI10.1007/S10479-015-1937-YzbMATH Open1370.90165OpenAlexW1924412491MaRDI QIDQ2404342FDOQ2404342
Authors: Laila Messaoudi, Belaïd Aouni, Abdelwaheb Rebaï 
Publication date: 18 September 2017
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-015-1937-y
Recommendations
- A class of chance constrained multi-objective portfolio selection model under fuzzy random environment
- Fuzzy chance-constrained portfolio selection
- Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints
- Chance-constrained programming model for portfolio selection in uncertain environment
- Multiobjective expected value model for portfolio selection in fuzzy environment
Multi-objective and goal programming (90C29) Portfolio theory (91G10) Stochastic programming (90C15) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)
Cites Work
- Fuzzy programming and linear programming with several objective functions
- Multi-objective stochastic programming for portfolio selection
- A goal programming procedure for fuzzy multiobjective linear fractional programming problem.
- Fuzzy preference orderings in group decision making
- Decision-maker's preferences modeling in the stochastic goal programming
- A review of goal programming and its applications
- A multicriteria evaluation of methods for obtaining weights from ratio- scale matrices
- Financial portfolio management through the goal programming model: current state-of-the-art
- Goal programming models for obtaining the priority vector of incomplete fuzzy preference relation
- A fuzzy goal programming approach to portfolio selection
- A Discrete Stochastic Goal Program for Portfolio Selection: The Case of United Arab Emirates Equity Market
- Fuzzy programming approach to multi-objective stochastic linear programming problems
- Normalizing rank aggregation method for priority of a fuzzy preference relation and its effectiveness
- Title not available (Why is that?)
- Multi-Attribute Portfolio Selection: New Perspectives
Cited In (12)
- Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem
- A Fuzzy Goal Programming Model for Venture Capital Investment Decision Making
- Multiobjective portfolio optimization: bridging mathematical theory with asset management practice
- A stochastic soft constraints fuzzy model for a portfolio selection problem
- Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints
- A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs
- Gradually tolerant constraint method for fuzzy portfolio based on possibility theory
- Fuzzy portfolio selection with non-financial goals: exploring the efficient frontier
- Techniques to model uncertain input data of multi‐criteria decision‐making problems: a literature review
- A model for solving incompatible fuzzy goal programming: an application to portfolio selection
- A class of chance constrained multi-objective portfolio selection model under fuzzy random environment
- A fuzzy robust programming approach to multi-objective portfolio optimisation problem under uncertainty
This page was built for publication: Fuzzy chance-constrained goal programming model for multi-attribute financial portfolio selection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2404342)
