Fuzzy multi-period portfolio selection with different investment horizons
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Publication:323461
DOI10.1016/J.EJOR.2016.04.055zbMATH Open1346.91209OpenAlexW2345954292MaRDI QIDQ323461FDOQ323461
Samarjit Kar, Xiang Li, Sini Guo, Le'an Yu
Publication date: 7 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2016.04.055
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Cited In (15)
- Review of fuzzy investment research considering modelling environment and element fusion
- Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint
- 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
- Adaptive online portfolio selection with transaction costs
- Modeling of linear uncertain portfolio selection with uncertain constraint and risk index
- Uncertain portfolio selection with mental accounts
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory
- Intuitionistic fuzzy optimistic and pessimistic multi-period portfolio optimization models
- A multi-period fuzzy mean-minimax risk portfolio model with investor's risk attitude
- Fuzzy multi-objective portfolio model based on semi-variance--semi-absolute deviation risk measures
- On product of positive \(L\)-\(R\) fuzzy numbers and its application to multi-period portfolio selection problems
- Multi-period portfolio selection with investor views based on scenario tree
- Multi-period portfolio selection with dynamic risk/expected-return level under fuzzy random uncertainty
- Uncertain portfolio selection with borrowing constraint and background risk
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