Mean-absolute deviation portfolio selection model based on credibility theories

zbMATH Open1389.91105MaRDI QIDQ3131334FDOQ3131334

Authors: Peng Zhang, Yanfei Shu 

Publication date: 29 January 2018

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zbMATH Keywords

fuzzy portfolio selectionpivoting algorithmmean-absolute deviationcredibility theories

Mathematics Subject Classification ID

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

Cited In (8)

• Title not available (Why is that?)
• 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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