A possibilistic mean absolute deviation portfolio selection model
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Publication:3079417
DOI10.1007/978-3-540-88914-4_49zbMATH Open1211.91221OpenAlexW2266118755MaRDI QIDQ3079417FDOQ3079417
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
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Linear programming (90C05) Portfolio theory (91G10) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)
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
- Title not available (Why is that?)
- Fuzzy portfolio optimization model under real constraints
- A fuzzy portfolio selection method based on possibilistic mean and variance
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