Fuzzy multi-period portfolio selection with different investment horizons
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Cites work
- scientific article; zbMATH DE number 3497315 (Why is no real title available?)
- scientific article; zbMATH DE number 1983123 (Why is no real title available?)
- A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL
- A SUFFICIENT AND NECESSARY CONDITION FOR CREDIBILITY MEASURES
- A mean-absolute deviation-skewness portfolio optimization model
- A multi-period fuzzy portfolio optimization model with minimum transaction lots
- A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
- A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments
- An expected regret minimization portfolio selection model
- Chance constrained programming with fuzzy parameters
- Continuous time mean variance asset allocation: a time-consistent strategy
- Credibilistic programming. An introduction to models and applications
- Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
- Dynamic mean-variance portfolio selection with borrowing constraint
- Fuzzy multi-period portfolio selection optimization models using multiple criteria
- Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
- Mean-variance-skewness model for portfolio selection with fuzzy returns
- Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection
- Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
- Multi-period optimization portfolio with bankruptcy control in stochastic market
- Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model
- On fuzzy portfolio selection problems
- On possibilistic mean value and variance of fuzzy numbers
- Optimal dynamic portfolio selection: multiperiod mean-variance formulation
- Optimal portfolios using linear programming models
- Portfolio adjusting optimization under credibility measures
- Portfolio adjusting optimization with added assets and transaction costs based on credibility measures
- Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints
- Portfolio optimization under loss aversion
- Portfolio optimization with disutility-based risk measure
- Portfolio selection based on fuzzy cross-entropy
- Portfolio selection under possibilistic mean-variance utility and a SMO algorithm
- Possibilistic mean-variance-skewness portfolio selection models
- The mean-absolute deviation portfolio selection problem with interval-valued returns
- Theory and practice of uncertain programming
- Uncertainty theory. An introduction to its axiomatic foundations.
- Variance vs downside risk: Is there really that much difference?
Cited in
(18)- Uncertain portfolio selection with mental accounts
- Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory
- A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms
- A N-N optimization model for logistic resources allocation with multiple logistic tasks under demand uncertainty
- Fuzzy multi-period portfolio selection optimization models using multiple criteria
- Intuitionistic fuzzy optimistic and pessimistic multi-period portfolio optimization models
- Uncertain portfolio selection with borrowing constraint and background risk
- On product of positive \(L\)-\(R\) fuzzy numbers and its application to multi-period portfolio selection problems
- Modeling of linear uncertain portfolio selection with uncertain constraint and risk index
- Credibilistic multi-period portfolio optimization based on scenario tree
- A multi-period fuzzy mean-minimax risk portfolio model with investor's risk attitude
- Multi-period portfolio selection with investor views based on scenario tree
- Adaptive online portfolio selection with transaction costs
- Multi-period portfolio selection with dynamic risk/expected-return level under fuzzy random uncertainty
- Fuzzy multi-objective portfolio model based on semi-variance--semi-absolute deviation risk measures
- Review of fuzzy investment research considering modelling environment and element fusion
- A multi-period fuzzy portfolio optimization model with minimum transaction lots
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