Expected model for portfolio selection with random fuzzy returns
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Publication:3603702
DOI10.1080/03081070601176422zbMATH Open1155.91384OpenAlexW2055385756MaRDI QIDQ3603702FDOQ3603702
Authors: Xiaoxia Huang 
Publication date: 18 February 2009
Published in: International Journal of General Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03081070601176422
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Portfolio theory (91G10) Stochastic programming (90C15) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)
Cites Work
- Fuzzy random variables - I. Definitions and theorems
- Fuzzy random variables - II. Algorithms and examples for the discrete case
- Title not available (Why is that?)
- Theory and practice of uncertain programming
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- Recent progress on stage-structured population dynamics.
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- A possibilistic approach to selecting portfolios with highest utility score
- Portfolio selection based on fuzzy probabilities and possibility distributions
- Redundancy optimization problems with uncertainty of combining randomness and fuzziness
- Two new models for portfolio selection with stochastic returns taking fuzzy information
- A fuzzy goal programming approach to portfolio selection
- A survey of credibility theory
- Portfolio analysis -- an analytic derivation of the efficient portfolio frontier
- Continuity theorems and chance distribution of random fuzzy variables
- Random fuzzy dependent-chance programming and its hybrid intelligent algorithm
- Random fuzzy renewal process
- The efficient frontier for bounded assets
- A linear programming algorithm for optimal portfolio selection with transaction costs
Cited In (13)
- A portfolio selection model using fuzzy returns
- A review of credibilistic portfolio selection
- Mean-variance-skewness model for portfolio selection with fuzzy returns
- Minimax mean-variance models for fuzzy portfolio selection
- Mean-variance models for portfolio selection with fuzzy random returns
- Portfolio selection problems with random fuzzy variable returns
- Two new models for portfolio selection with stochastic returns taking fuzzy information
- One Type of Optimal Portfolio Selection in Birandom Environments
- A new perspective for optimal portfolio selection with random fuzzy returns
- Risk curve and bifuzzy portfolio selection
- MEAN-SEMIVARIANCE MODELS FOR PORTFOLIO OPTIMIZATION PROBLEM WITH MIXED UNCERTAINTY OF FUZZINESS AND RANDOMNESS
- Weighted portfolio selection models based on possibility theory
- A new portfolio selection model with interval-typed random variables and the empirical analysis
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