Fuzzy compromise programming for portfolio selection
From MaRDI portal
Publication:2489170
Recommendations
- Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model
- scientific article; zbMATH DE number 6000919
- An extension of Sharpe's single-index model: portfolio selection with expert betas
- A portfolio selection problem with fuzzy return rate
- Portfolio selection with fuzzy returns
Cites work
- A Class of Solutions for Group Decision Problems
- A model for portfolio selection with order of expected returns.
- An MCDM approach to portfolio optimization.
- Criteria, models and strategies in portfolio selection
- Fuzzy sets as a basis for a theory of possibility
- Heuristics for cardinality constrained portfolio optimization
- On admissible efficient portfolio selection problem
- On the monotonicity of the compromise set in multicriteria problems
- Portfolio selection based on upper and lower exponential possibility distributions
- Portfolio Selection: A Compromise Programming Solution
- RANKING FUZZY NUMBERS THROUGH THE COMPARISON OF ITS EXPECTED INTERVALS
- Solution of a possibilistic multiobjective linear programming problem
- Solving a multiobjective possibilistic problem through compromise programming
- Solving the multiobjective possibilistic linear programming problem
- The expected value of a fuzzy number
Cited in
(51)- A class of possibilistic portfolio selection model with interval coefficients and its application
- Fuzzy portfolio selection using fuzzy analytic hierarchy process
- Portfolio selection based on fuzzy cross-entropy
- Mean-variance models for portfolio selection with fuzzy random returns
- A cutting plane algorithm for MV portfolio selection model
- A review of credibilistic portfolio selection
- Mean-variance-skewness model for portfolio selection with fuzzy returns
- Two-stage fuzzy portfolio selection problem with transaction costs
- Risk-controlled multiobjective portfolio selection problem using a principle of compromise
- Portfolio selection based on distance between fuzzy variables
- Robust-based interactive portfolio selection problems with an uncertainty set of returns
- A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
- A risk index model for portfolio selection with returns subject to experts' estimations
- Fuzzy portfolio optimization model under real constraints
- Credibilistic multi-period portfolio optimization based on scenario tree
- A fuzzy multifactor asset pricing model
- A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic
- Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments
- On constructing expert Betas for single-index model
- A two-asset stochastic model for long-term portfolio selection
- Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review
- A new perspective for optimal portfolio selection with random fuzzy returns
- Asset portfolio optimization using fuzzy mathematical programming
- Financial portfolio management through the goal programming model: current state-of-the-art
- Portfolio selection under higher moments using fuzzy multi-objective linear programming
- Application of fuzzy measures and interval computation to financial portfolio selection
- Sensitivity analysis for random fuzzy portfolio selection model with investor's subjectivity
- Value of information in portfolio selection, with a Taiwan stock market application illustration
- An extension of Sharpe's single-index model: portfolio selection with expert betas
- Portfolio compromise programming based on fuzzy time series
- Weighted portfolio selection models based on possibility theory
- Fuzzy portfolio selection problem with different borrowing and lending rates
- Minimax mean-variance models for fuzzy portfolio selection
- scientific article; zbMATH DE number 1293544 (Why is no real title available?)
- scientific article; zbMATH DE number 1530368 (Why is no real title available?)
- Multiperiod credibilitic mean semi-absolute deviation portfolio selection
- scientific article; zbMATH DE number 6887143 (Why is no real title available?)
- Mean-risk-skewness models for portfolio optimization based on uncertain measure
- Syndicated venture capital portfolio companies selection: a fuzzy inference system – agent-based approach
- Multi-period cardinality constrained portfolio selection models with interval coefficients
- Portfolio selection models based on Cross-entropy of uncertain variables
- Spread of fuzzy variable and expectation-spread model for fuzzy portfolio optimization problem
- Geometric compromise programming: application in portfolio selection
- Fuzzy mean-variance-skewness portfolio selection models by interval analysis
- Portfolio adjusting optimization with added assets and transaction costs based on credibility measures
- A fuzzy portfolio selection method based on possibilistic mean and variance
- Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model
- Fuzzy portfolio optimization under downside risk measures
- Mean-semivariance models for fuzzy portfolio selection
- A new approach for multiobjective decision making based on fuzzy distance minimization
- A fuzzy interactive approach for optimal portfolio management
This page was built for publication: Fuzzy compromise programming for portfolio selection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2489170)
