A fuzzy portfolio selection model with background risk
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Publication:299669
DOI10.1016/J.AMC.2015.01.007zbMATH Open1338.91130OpenAlexW2080747316MaRDI QIDQ299669FDOQ299669
Authors: Ting Li, Wei-Guo Zhang, Weijun Xu 
Publication date: 22 June 2016
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2015.01.007
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Cites Work
- Fuzzy sets as a basis for a theory of possibility
- Default reasoning and possibility theory
- Fuzzy chance-constrained portfolio selection
- The economics of risk and time
- Portfolio selection under independent possibilistic information
- A possibilistic approach to selecting portfolios with highest utility score
- Possibilistic mean-standard deviation models to portfolio selection for bounded assets
- On possibilistic mean value and variance of fuzzy numbers
- Possibility for decision. A possibilistic approach to real life decisions.
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
- Optimal portfolio and background risk: an exact and an approximated solution.
- Large-Scale Portfolio Optimization
- A New and Efficient Algorithm for a Class of Portfolio Selection Problems
- Title not available (Why is that?)
- Possibility theory and the risk.
- Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection
- Risk measurement in the presence of background risk
Cited In (9)
- International portfolio selection model with exchange rate risk
- A Study on Portfolio Selection Based on Fuzzy Linear Programming
- Intuitionistic fuzzy optimistic and pessimistic multi-period portfolio optimization models
- Stock market prediction and portfolio selection models: a survey
- Modeling portfolio optimization problem by probability-credibility equilibrium risk criterion
- Two-stage fuzzy portfolio selection problem with transaction costs
- A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios
- Uncertain portfolio selection with borrowing constraint and background risk
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature
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