A portfolio selection problem with fuzzy return rate

DOI10.1007/978-3-540-88914-4_64MaRDI QIDQ3079433zbMATH OpenOpenAlexFDO

Authors Ruo Ning Xu, Xiao Yan Zhai

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_64

zbMATH Keywords

fuzzy numberportfolio selectionconvex quadratic programming

Mathematics Subject Classification ID

Quadratic programming (90C20) Convex programming (90C25) Portfolio theory (91G10)

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(22)

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• Effectiveness of securities with fuzzy probabilistic return
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• A possibilistic mean {V}a{R} model for portfolio selection
• Fuzzy portfolio optimization model with fuzzy numbers
• Fuzzy compromise programming for portfolio selection
• Portfolio selection with fuzzy returns
• A parametric Sharpe ratio optimization approach for fuzzy portfolio selection problem
• Fuzzy portfolio optimization a quadratic programming approach
• Fuzzy portfolio selection problem with different borrowing and lending rates
• Decision-making of loan portfolio optimization with fuzzy return rates
• Fuzzy portfolio model with fuzzy-input return rates and fuzzy-output proportions
• Weighted portfolio selection for return rate with fuzzy number
• Optimizing fuzzy portfolio selection problems by parametric quadratic programming
• A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns
• Establishment and application of portfolio selection model based on fuzzy return rate
• The portfolio model based on fuzzy return rates
• The optional model of portfolio investment with fuzzy-coefficient
• The application of fuzzy number in portfolio
• Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming
• Fuzzy portfolio selection with superior assets under borrowing rate
• A portfolio selection model using fuzzy returns

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