Fuzzy portfolio selection including cardinality constraints and integer conditions
DOI10.1007/S10957-016-0902-5zbMATH Open1343.90083OpenAlexW2302197557WikidataQ57512523 ScholiaQ57512523MaRDI QIDQ306331FDOQ306331
C. Ivorra, V. Liern, Clara Calvo
Publication date: 31 August 2016
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-016-0902-5
Recommendations
- Fuzzy mean-variance portfolio selection problems
- Portfolio selection with fuzzy returns
- Exact and heuristic procedures for solving the fuzzy portfolio selection problem
- A model for portfolio selection based on fuzzy decision-making theory
- Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm
Multi-objective and goal programming (90C29) Portfolio theory (91G10) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)
Cites Work
- Title not available (Why is that?)
- Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints
- Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
- Multi-objective possibilistic model for portfolio selection with transaction cost
- Viability of infeasible portfolio selection problems: A fuzzy approach
- Portfolio selection based on fuzzy probabilities and possibility distributions
- Title not available (Why is that?)
- Pareto-optimal solutions in fuzzy multi-objective linear programming
- On the computation of the efficient frontier of the portfolio selection problem
- Exact and heuristic procedures for solving the fuzzy portfolio selection problem
- Title not available (Why is that?)
Cited In (1)
This page was built for publication: Fuzzy portfolio selection including cardinality constraints and integer conditions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q306331)
