Diversified models for portfolio selection based on uncertain semivariance
From MaRDI portal
Publication:2974213
DOI10.1080/00207721.2016.1206985zbMath1411.91491MaRDI QIDQ2974213
Lin Chen, Isnaini Rosyida, Bo Zhang, Jin Peng
Publication date: 6 April 2017
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207721.2016.1206985
Related Items
Mean-risk-skewness models for portfolio optimization based on uncertain measure, Uncertain portfolio selection with mental accounts, International portfolio optimization based on uncertainty theory, The Markowitz's mean-variance interpretation under the efficient market hypothesis in the context of critical recession periods, Uncertain multi-objective Chinese postman problem, Uncertain portfolio optimization problem under a minimax risk measure, Some new entropies and divergence measures of intuitionistic fuzzy sets based on Archimedean t-conorm and application in supplier selection, A risk index to find the optimal uncertain random portfolio, A random-fuzzy portfolio selection DEA model using value-at-risk and conditional value-at-risk, Uncertain random portfolio selection based on risk curve, An improved multi-sensor D-S rule for conflict reassignment of failure rate of set, Credit linked two-stage multi-objective transportation problem in rough and bi-rough environments, A comprehensive group decision-making method with interval-valued intuitionistic fuzzy preference relations, Elliptic entropy of uncertain random variables with application to portfolio selection, An uncertain sustainable supply chain network, A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation, Multi-period mean-semivariance portfolio optimization based on uncertain measure, An iterative method and its application to stable inversion, Mean-Entropy Model of Uncertain Portfolio Selection Problem
Cites Work
- Unnamed Item
- Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
- The bounds of premium and optimality of stop loss insurance under uncertain random environments
- Mean-variance-skewness model for portfolio selection with fuzzy returns
- Simulated annealing for complex portfolio selection problems.
- A minimax portfolio selection strategy with equilibrium
- Uncertain agency models with multi-dimensional incomplete information based on confidence level
- Uncertain hypothesis testing for two experts' empirical data
- Uncertain random variables: a mixture of uncertainty and randomness
- A modified insurance risk process with uncertainty
- Uncertain portfolio adjusting model using semiabsolute deviation
- The uncertain premium principle based on the distortion function
- Mean-chance model for portfolio selection based on uncertain measure
- Twenty years of linear programming based portfolio optimization
- A multi-period fuzzy portfolio optimization model with minimum transaction lots
- Uncertain programming models for portfolio selection with uncertain returns
- A class of multi-period semi-variance portfolio for petroleum exploration and development
- Mean-variance-skewness model for portfolio selection with transaction costs
- Risk Index in Uncertain Random Risk Analysis
- Prospect Theory: An Analysis of Decision under Risk
- A sufficient and necessary condition of uncertainty distribution
- Fuzzy portfolio model with fuzzy-input return rates and fuzzy-output proportions
- Futures price modeling under exchange rate volatility and its multi-period semi-variance portfolio selection
- Continuous-time safety-first portfolio selection with jump-diffusion processes
- Fuzzy sets