Mean-risk model for uncertain portfolio selection

From MaRDI portal
Publication:2514497


DOI10.1007/s10700-010-9094-xzbMath1304.91196MaRDI QIDQ2514497

Xiaoxia Huang

Publication date: 3 February 2015

Published in: Fuzzy Optimization and Decision Making (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10700-010-9094-x


91G10: Portfolio theory


Related Items

Mean-risk-skewness models for portfolio optimization based on uncertain measure, Uncertain random mean–variance–skewness models for the portfolio optimization problem, Portfolio selection models based on Cross-entropy of uncertain variables, A Study on Portfolio Selection Based on Fuzzy Linear Programming, LR Mixed Fuzzy Random Portfolio Choice Based on the Risk Curve, Estimation of fuzzy portfolio efficiency via an improved DEA approach, Project selection and scheduling with uncertain net income and investment cost, A risk index model for multi-period uncertain portfolio selection, Uncertain portfolio selection with background risk, Uncertain portfolio selection with mental accounts and realistic constraints, Mean-risk model for uncertain portfolio selection with background risk, Uncertain programming model for uncertain optimal assignment problem, Stock market prediction and portfolio selection models: a survey, Variation analysis of uncertain stationary independent increment processes, Uncertain calculus with renewal process, A risk index model for portfolio selection with returns subject to experts' estimations, Uncertain inference control for balancing an inverted pendulum, Fuzzy multi-period portfolio selection optimization models using multiple criteria, Uncertain portfolio selection with background risk and liquidity constraint, Portfolio management with background risk under uncertain mean-variance utility, An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences, A risk index to find the optimal uncertain random portfolio, A new uncertain random portfolio optimization model for complex systems with downside risks and diversification, A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification, An analytic solution for multi-period uncertain portfolio selection problem, Uncertain random portfolio selection based on risk curve, Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory, On product of positive \(L\)-\(R\) fuzzy numbers and its application to multi-period portfolio selection problems, Multi-period portfolio selection with dynamic risk/expected-return level under fuzzy random uncertainty, Uncertain portfolio adjusting model using semiabsolute deviation, Mean-chance model for portfolio selection based on uncertain measure, The Cournot production game with multiple firms under an ambiguous decision environment, Uncertain random portfolio selection with high order moments, Mean-risk model for uncertain portfolio selection with background risk and realistic constraints, Uncertain programming models for portfolio selection with uncertain returns, Mean-Entropy Model of Uncertain Portfolio Selection Problem



Cites Work