Asset portfolio optimization using fuzzy mathematical programming
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Publication:2476800
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Cites work
- A fuzzy goal programming approach to portfolio selection
- A possibilistic approach to selecting portfolios with highest utility score
- A stochastic soft constraints fuzzy model for a portfolio selection problem
- Algorithmic Applications in Management
- An exponential membership function for fuzzy multiple objective linear programming
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- Decision-Making in a Fuzzy Environment
- Default reasoning and possibility theory
- DESCRIPTION AND OPTIMIZATION OF FUZZY SYSTEMS
- Design and Testing of a Generalized Reduced Gradient Code for Nonlinear Programming
- Fuzzy chance-constrained portfolio selection
- Fuzzy compromise programming for portfolio selection
- Fuzzy financial profitability analyses of demand side management alternatives from participant perspective
- Fuzzy goal programming - an additive model
- Fuzzy programming and linear programming with several objective functions
- Fuzzy sets as a basis for a theory of possibility
- Heuristic algorithms for the portfolio selection problem with minimum transaction lots
- scientific article; zbMATH DE number 3541843 (Why is no real title available?)
- scientific article; zbMATH DE number 1293544 (Why is no real title available?)
- On finding compromise solutions in multicriteria problems using the fuzzy min-operator
- On fuzzy portfolio selection problems
- Optimal consumption and portfolio choice with ambiguity and anticipation
- Portfolio rebalancing model with transaction costs based on fuzzy decision theory
- Portfolio selection based on fuzzy probabilities and possibility distributions
- Portfolio selection based on upper and lower exponential possibility distributions
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
- Solving Large Sparse Nonlinear Programs Using GRG
- Two new models for portfolio selection with stochastic returns taking fuzzy information
- Viability of infeasible portfolio selection problems: A fuzzy approach
Cited in
(40)- Fuzzy portfolio selection using fuzzy analytic hierarchy process
- Portfolio selection based on fuzzy cross-entropy
- A review of credibilistic portfolio selection
- Multiobjective efficient portfolio selection with bounded parameters
- Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels
- Portfolio selection based on distance between fuzzy variables
- An incremental-hybrid-Yager's entropy model for dynamic portfolio selection with fuzzy variable
- A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs
- A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
- Intuitionistic fuzzy optimistic and pessimistic multi-period portfolio optimization models
- Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments
- Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs
- Expected value multiobjective portfolio rebalancing model with fuzzy parameters
- A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts
- Portfolio selection under higher moments using fuzzy multi-objective linear programming
- Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs
- Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
- Weighted portfolio selection models based on possibility theory
- Multiobjective expected value model for portfolio selection in fuzzy environment
- Fuzzy portfolio selection problem with different borrowing and lending rates
- A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection
- Asset portfolio optimization using support vector machines and real-coded genetic algorithm
- A risk index model for multi-period uncertain portfolio selection
- Fuzzy post-retirement financial concepts: an exploratory study
- Solving multi-period project selection problems with fuzzy goal programming based on TOPSIS and a fuzzy preference relation
- Uncertain random mean-variance-skewness models for the portfolio optimization problem
- Multi-period cardinality constrained portfolio selection models with interval coefficients
- A new defuzzification method for solving fuzzy mathematical programming problems
- An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models
- Portfolio selection models based on Cross-entropy of uncertain variables
- Multi-criteria group decision-making for portfolio allocation with consensus reaching process under interval type-2 fuzzy environment
- Fuzzy mean-variance-skewness portfolio selection models by interval analysis
- Uncertain portfolio selection with borrowing constraint and background risk
- Consensus reaching process for portfolio selection: a behavioral approach
- A new mean-variance-skewness model for portfolio optimization using three-part zigzag uncertain variable
- A multiobjective optimization model for selecting portfolios in emerging financial markets under uncertainty
- Uncertain bi-objective portfolio programming models of risky assets with liquidity and entropy constraints under uncertainty theory based DEA efficiency measures
- Return as a vague element: fuzzy multi-objective portfolio making under sustainable investment strategy
- A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns
- A fuzzy interactive approach for optimal portfolio management
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