Mean-absolute deviation portfolio selection model based on credibility theories

MaRDI QIDQ3131334zbMATH OpenFDO

Authors Peng Zhang, Yanfei Shu

Publication date 29 January 2018

zbMATH Keywords

fuzzy portfolio selectionpivoting algorithmmean-absolute deviationcredibility theories

Mathematics Subject Classification ID

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

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Cited in

(8)

• scientific article; zbMATH DE number 5260784 (Why is no real title available?)
• An expected regret minimization portfolio selection model
• A review of credibilistic portfolio selection
• Applying a credibilistic mean-variance model in constructing portfolio of mutual funds
• Mean-absolute deviation portfolio selection model with fuzzy returns
• Portfolio adjusting optimization with added assets and transaction costs based on credibility measures
• Portfolio adjusting optimization under credibility measures
• Credibilitic mean-variance model for multi-period portfolio selection problem with risk control

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