A new perspective for optimal portfolio selection with random fuzzy returns
From MaRDI portal
Publication:2456498
DOI10.1016/J.INS.2007.06.003zbMATH Open1304.91195OpenAlexW2073567223MaRDI QIDQ2456498FDOQ2456498
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
Recommendations
- Expected model for portfolio selection with random fuzzy returns
- Portfolio selection problems with random fuzzy variable returns
- Portfolio selection with fuzzy returns
- Two new models for portfolio selection with stochastic returns taking fuzzy information
- Mean-variance models for portfolio selection with fuzzy random returns
Applications of mathematical programming (90C90) Portfolio theory (91G10) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)
Cites Work
- Title not available (Why is that?)
- Fuzzy random variables - I. Definitions and theorems
- Fuzzy sets
- Fuzzy chance-constrained portfolio selection
- Multi-objective stochastic programming for portfolio selection
- Theory and practice of uncertain programming
- Uncertainty theory. An introduction to its axiomatic foundations.
- Portfolio selection based on upper and lower exponential possibility distributions
- A possibilistic approach to selecting portfolios with highest utility score
- Portfolio selection based on fuzzy probabilities and possibility distributions
- A model for portfolio selection with order of expected returns.
- Toward a generalized theory of uncertainty (GTU) -- an outline
- Title not available (Why is that?)
- On admissible efficient portfolio selection problem
- Variance vs downside risk: Is there really that much difference?
- A minimax portfolio selection strategy with equilibrium
- Safety First and the Holding of Assets
- Portfolio selection with a new definition of risk
- On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem
- Two new models for portfolio selection with stochastic returns taking fuzzy information
- Fuzzy compromise programming for portfolio selection
- A fuzzy goal programming approach to portfolio selection
- Expected Value Operator of Random Fuzzy Variable and Random Fuzzy Expected Value Models
- A survey of credibility theory
- A stochastic soft constraints fuzzy model for a portfolio selection problem
- Expected model for portfolio selection with random fuzzy returns
- Computation of mean-semivariance efficient sets by the critical line algorithm
- Portfolio selection with fuzzy returns
- Continuity theorems and chance distribution of random fuzzy variables
- Randomly generating portfolio-selection covariance matrices with specified distributional characteristics
- Random fuzzy dependent-chance programming and its hybrid intelligent algorithm
- Random fuzzy programming with chance measures defined by fuzzy integrals.
- The efficient frontier for bounded assets
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
- Title not available (Why is that?)
- A review of credibilistic portfolio selection
- 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
- Expected model for portfolio selection with random fuzzy returns
- A nonlinear interval portfolio selection model and its application in banks
- A hybrid intelligent algorithm for optimal birandom portfolio selection problems
- 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
- LR Mixed Fuzzy Random Portfolio Choice Based on the Risk Curve
- New methods for portfolio selection problem with fuzzy random variable returns
- 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
This page was built for publication: A new perspective for optimal portfolio selection with random fuzzy returns
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2456498)
