Two possibilistic mean-variance models for portfolio selection
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Publication:3563285
DOI10.1007/978-3-642-03664-4_111zbMATH Open1189.91190OpenAlexW2280726529MaRDI QIDQ3563285FDOQ3563285
Authors: Wei Chen 
Publication date: 31 May 2010
Published in: Advances in Intelligent and Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-03664-4_111
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- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
- Mean-semivariance models for fuzzy portfolio selection
- Fuzzy mean-variance portfolio selection problems
- A novel algorithm for uncertain portfolio selection
- Portfolio selection based on distance between fuzzy variables
- A two-asset stochastic model for long-term portfolio selection
- Possibilistic mean-standard deviation models to portfolio selection for bounded assets
- A mean-variance portfolio selection model with interval-valued possibility measures
- A Portfolio Selection Method Based on Possibility Theory
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- Possibilistic mean-variance-skewness portfolio selection models
- Weighted portfolio selection models based on possibility theory
- A fuzzy portfolio selection method based on possibilistic mean and variance
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