Fuzzy random portfolio model with investment limited

MaRDI QIDQ2991609zbMATH OpenFDO

Authors Qun Zhang, Li Gao, Wei Sun, Wei-Guo Zhang

Publication date 10 August 2016

zbMATH Keywords

portfolioshort salesfuzzy random variablesefficient market

Mathematics Subject Classification ID

Quadratic programming (90C20) Theory of fuzzy sets, etc. (03E72) Portfolio theory (91G10) Actuarial science and mathematical finance (91G99)

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Cited in

(7)

• LR Mixed Fuzzy Random Portfolio Choice Based on the Risk Curve
• A high-moment triangle fuzzy random portfolio model with background risk
• Random fuzzy mixture of equally weighted and minimum-variance portfolios selection problem
• A dynamic average value-at-risk portfolio model with fuzzy random variables
• A possibilistic portfolio model with fuzzy liquidity constraint
• Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model
• A class of chance constrained multi-objective portfolio selection model under fuzzy random environment

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