Fuzzy chance-constrained portfolio selection
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Publication:2497828
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Cites work
- scientific article; zbMATH DE number 3497315 (Why is no real title available?)
- scientific article; zbMATH DE number 795588 (Why is no real title available?)
- A fuzzy goal programming approach to portfolio selection
- A possibilistic approach to selecting portfolios with highest utility score
- Chance constrained programming with fuzzy parameters
- Chance-constrained programming
- Dependent-chance programming in fuzzy environments
- Determination of the portfolio selection for a property-liability insurance company
- Evolutionary algorithm solution to fuzzy problems: fuzzy linear programming
- Fuzzy sets
- Large-Scale Portfolio Optimization
- Minimax chance constrained programming models for fuzzy decision systems
- Portfolio analysis -- an analytic derivation of the efficient portfolio frontier
- Portfolio selection based on fuzzy probabilities and possibility distributions
- Portfolio selection based on upper and lower exponential possibility distributions
- THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS
- The efficient frontier for bounded assets
- Theory and practice of uncertain programming
- Uncertainty theory. An introduction to its axiomatic foundations.
Cited in
(50)- Fuzzy chance-constrained goal programming model for multi-attribute financial portfolio selection
- Discrete-time hybrid processes and discounted total expected values
- A chance-constrained portfolio selection model with risk constraints
- A survey of credibility theory
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory
- A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms
- Portfolio selection with fuzzy returns
- A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection
- Credibilistic Markov decision processes: The average case
- Credibilistic parameter estimation and its application in fuzzy portfolio selection
- Gradually tolerant constraint method for fuzzy portfolio based on possibility theory
- Spread of fuzzy variable and expectation-spread model for fuzzy portfolio optimization problem
- An expected regret minimization portfolio selection model
- Risk curve and fuzzy portfolio selection
- Chance-constrained Portfolio Selection with Birandom Returns
- On chance maximization model in fuzzy random decision systems
- Gamma distribution approach in chance-constrained stochastic programming model
- Asset portfolio optimization using fuzzy mathematical programming
- Portfolio selection based on fuzzy probabilities and possibility distributions
- Penalty algorithm based on conjugate gradient method for solving portfolio management problem
- A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns
- Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model
- A selection portfolio problem with fuzzy linear exponential distribution
- Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments
- Discrete time credibilistic processes: construction and convergences
- A possibilistic portfolio model with fuzzy liquidity constraint
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
- Risk-controlled multiobjective portfolio selection problem using a principle of compromise
- Applying a credibilistic mean-variance model in constructing portfolio of mutual funds
- scientific article; zbMATH DE number 7338636 (Why is no real title available?)
- Fuzzy turnover rate chance constraints portfolio model
- Fuzzy mean-variance-skewness portfolio selection models by interval analysis
- Fuzzy chance-constrained project portfolio selection model based on credibility theory
- The convergent results about approximating fuzzy random minimum risk problems
- Uncertain mean-chance portfolio selection with real constraints
- Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization
- Possibilistic mean-variance-skewness portfolio selection models
- A new perspective for optimal portfolio selection with random fuzzy returns
- A review of credibilistic portfolio selection
- Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
- An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models
- Robust-based interactive portfolio selection problems with an uncertainty set of returns
- A class of chance constrained multi-objective portfolio selection model under fuzzy random environment
- Portfolio selection based on fuzzy cross-entropy
- Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection
- A fuzzy portfolio selection model with background risk
- Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints
- Mean-absolute deviation portfolio selection model based on credibility theories
- Mean-semivariance models for fuzzy portfolio selection
- Portfolio selection with a new definition of risk
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