A new perspective for optimal portfolio selection with random fuzzy returns

DOI10.1016/J.INS.2007.06.003MaRDI QIDQ2456498zbMATH OpenOpenAlexFDO

Authors Xiaoxia Huang

Publication date 18 October 2007

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ins.2007.06.003

zbMATH Keywords

riskneural networkportfolio selectionfuzzy programmingrandom programming

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Portfolio theory (91G10) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

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Cites work

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Cited in

(29)

• Modelling redundancy allocation for a fuzzy random parallel-series system
• Adaptive evolutionary algorithms for portfolio selection problems
• A new uncertain random portfolio optimization model for complex systems with downside risks and diversification
• The effect of exit strategy on optimal portfolio selection with birandom returns
• A review of credibilistic portfolio selection
• scientific article; zbMATH DE number 7338636 (Why is no real title available?)
• Fuzzy portfolio selection using fuzzy analytic hierarchy process
• A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection
• A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns
• Pricing a contingent claim with random interval or fuzzy random payoff in one-period setting
• A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances
• A multi-objective decision-making model with fuzzy rough coefficients and its application to the inventory problem
• Mean-semivariance models for portfolio optimization problem with mixed uncertainty of fuzziness and randomness
• Two new models for portfolio selection with stochastic returns taking fuzzy information
• A nonlinear interval portfolio selection model and its application in banks
• A hybrid intelligent algorithm for optimal birandom portfolio selection problems
• Expected model for portfolio selection with random fuzzy returns
• A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic
• Gradually tolerant constraint method for fuzzy portfolio based on possibility theory
• Estimation of flexible fuzzy GARCH models for conditional density estimation
• Random credibilitic portfolio selection problem with different convex transaction costs
• One Type of Optimal Portfolio Selection in Birandom Environments
• Optimal control of uncertain stochastic systems with Markovian switching and its applications to portfolio decisions
• Solving multi-period project selection problems with fuzzy goal programming based on TOPSIS and a fuzzy preference relation
• New methods for portfolio selection problem with fuzzy random variable returns
• LR Mixed Fuzzy Random Portfolio Choice Based on the Risk Curve
• Risk curve and bifuzzy portfolio selection
• Multi-objective decision making model under fuzzy random environment and its application to inventory problems
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature

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