A possibilistic mean absolute deviation portfolio selection model

DOI10.1007/978-3-540-88914-4_49MaRDI QIDQ3079417zbMATH OpenOpenAlexFDO

Authors Guohua Chen, Xiaolian Liao

Publication date 2 March 2011

Published in Advances in Soft Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-540-88914-4_49

zbMATH Keywords

portfolio selectionpossibilistic meanpossibility theoryabsolute deviationfuzzy liquidity

Mathematics Subject Classification ID

Linear programming (90C05) Portfolio theory (91G10) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

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Cited in

(12)

• Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model
• PORTFOLIO OPTIMIZATION OF SMALL SCALE FUND USING MEAN-ABSOLUTE DEVIATION MODEL
• A Study on Portfolio Selection Based on Fuzzy Linear Programming
• Semi-absolute deviation rule for mutual funds portfolio selection
• Mean-absolute deviation portfolio selection model with fuzzy returns
• A portfolio choice model based on the modified mean-absolute deviation
• A possibilistic programming approach to portfolio optimization problem under fuzzy data
• A possibilistic mean {V}a{R} model for portfolio selection
• On the possibilistic approach to a portfolio selection problem
• scientific article; zbMATH DE number 6718869 (Why is no real title available?)
• Fuzzy portfolio optimization model under real constraints
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