Two possibilistic mean-variance models for portfolio selection
From MaRDI portal
Publication:3563285
Recommendations
- A fuzzy portfolio selection method based on possibilistic mean and variance
- A possibilistic mean {V}a{R} model for portfolio selection
- Fuzzy mean-variance portfolio selection problems
- Weighted portfolio selection models based on possibility theory
- On the possibilistic mean value and variance of multiplication of fuzzy numbers
Cited in
(18)- Possibilistic mean-standard deviation models to portfolio selection for bounded assets
- Efficiency evaluation of fuzzy portfolio in different risk measures via DEA
- Fuzzy mean-variance portfolio selection problems
- A possibilistic mean {V}a{R} model for portfolio selection
- A novel algorithm for uncertain portfolio selection
- A mean-variance portfolio selection model with interval-valued possibility measures
- Portfolio selection based on distance between fuzzy variables
- Fuzzy portfolio selection problem with different borrowing and lending rates
- A fuzzy portfolio selection methodology under investing constraints
- Weighted portfolio selection models based on possibility theory
- A note on portfolio selection based on weighted possibilistic mean and variance
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
- Possibilistic mean-variance-skewness portfolio selection models
- A fuzzy portfolio selection method based on possibilistic mean and variance
- A Portfolio Selection Method Based on Possibility Theory
- Fuzzy portfolio model with different investor risk attitudes
- A two-asset stochastic model for long-term portfolio selection
- Mean-semivariance models for fuzzy portfolio selection
This page was built for publication: Two possibilistic mean-variance models for portfolio selection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3563285)
