Fuzzy chance-constrained portfolio selection
From MaRDI portal
Publication:2497828
DOI10.1016/J.AMC.2005.11.027zbMATH Open1184.91191DBLPjournals/amc/Huang06OpenAlexW2019820322WikidataQ57690678 ScholiaQ57690678MaRDI QIDQ2497828FDOQ2497828
Publication date: 4 August 2006
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2005.11.027
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Fuzzy sets
- Chance-constrained programming
- 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
- THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS
- Chance constrained programming with fuzzy parameters
- Large-Scale Portfolio Optimization
- A fuzzy goal programming approach to portfolio selection
- Portfolio analysis -- an analytic derivation of the efficient portfolio frontier
- Evolutionary algorithm solution to fuzzy problems: fuzzy linear programming
- Dependent-chance programming in fuzzy environments
- Minimax chance constrained programming models for fuzzy decision systems
- The efficient frontier for bounded assets
- Determination of the portfolio selection for a property-liability insurance company
Cited In (39)
- Fuzzy turnover rate chance constraints portfolio model
- 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
- Title not available (Why is that?)
- A review of credibilistic portfolio selection
- A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms
- Discrete time credibilistic processes: construction and convergences
- A possibilistic portfolio model with fuzzy liquidity constraint
- 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
- Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization
- A fuzzy portfolio selection model with background risk
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
- Fuzzy mean-variance-skewness portfolio selection models by interval analysis
- Mean-semivariance models for fuzzy portfolio selection
- Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory
- Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection
- Title not available (Why is that?)
- Penalty algorithm based on conjugate gradient method for solving portfolio management problem
- The convergent results about approximating fuzzy random minimum risk problems
- Discrete-time hybrid processes and discounted total expected values
- Portfolio selection based on fuzzy probabilities and possibility distributions
- Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints
- Gradually tolerant constraint method for fuzzy portfolio based on possibility theory
- Robust-based interactive portfolio selection problems with an uncertainty set of returns
- Credibilistic Markov decision processes: The average case
- Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments
- A new perspective for optimal portfolio selection with random fuzzy returns
- Asset portfolio optimization using fuzzy mathematical programming
- Gamma distribution approach in chance-constrained stochastic programming model
- A survey of credibility theory
- On chance maximization model in fuzzy random decision systems
- Title not available (Why is that?)
- An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models
- Portfolio selection with a new definition of risk
- A chance-constrained portfolio selection model with risk constraints
- Risk-controlled multiobjective portfolio selection problem using a principle of compromise
This page was built for publication: Fuzzy chance-constrained portfolio selection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2497828)
