Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints
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- scientific article; zbMATH DE number 6311039
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- Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach
- A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification
- Random credibilitic portfolio selection problem with different convex transaction costs
- A Study on Portfolio Selection Based on Fuzzy Linear Programming
- scientific article; zbMATH DE number 6311039 (Why is no real title available?)
- Dynamic portfolio optimization with risk control for absolute deviation model
- Time-consistent multiperiod mean semivariance portfolio selection with the real constraints
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- A multi-period fuzzy mean-minimax risk portfolio model with investor's risk attitude
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- A multi-objective robust possibilistic programming approach to sustainable public transportation network design
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- A novel robust fuzzy stochastic programming for closed loop supply chain network design under hybrid uncertainty
- Multiperiod credibilitic mean semi-absolute deviation portfolio selection
- Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity
- A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control
- Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection
- Fuzzy multi-objective portfolio model based on semi-variance--semi-absolute deviation risk measures
- Multiperiod mean absolute deviation uncertain portfolio selection with real constraints
- Uncertain portfolio optimization problem under a minimax risk measure
- Performance evaluation of portfolios with fuzzy returns
- Multiperiod mean-absolute deviation credibility portfolio optimization with chance constraint
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