Chance-constrained programming model for portfolio selection in uncertain environment
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Publication:3655422
DOI10.5539/MAS.V3N10P89zbMATH Open1181.91305OpenAlexW2002477523MaRDI QIDQ3655422FDOQ3655422
Authors: Limei Yan 
Publication date: 7 January 2010
Published in: Modern Applied Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5539/mas.v3n10p89
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- scientific article; zbMATH DE number 6795774
portfolio selectionoptimistic valueuncertain variablechance-constrained programming modelcrisp equivalent programming model
Cited In (18)
- Uncertain mean-chance portfolio selection with real constraints
- Chance-constrained Portfolio Selection with Birandom Returns
- Optimal Programming Models for Portfolio Selection with Uncertain Chance Constraint
- Uncertain decision making and its application to portfolio selection problem
- Uncertain programming models for portfolio selection with uncertain returns
- Applying a credibilistic mean-variance model in constructing portfolio of mutual funds
- Different Probability Distributions for Portfolio Selection in the Chance Constrained Compromise Programming Model
- A chance constrained recourse approach for the portfolio selection problem
- Modeling of linear uncertain portfolio selection with uncertain constraint and risk index
- Mean-chance model for portfolio selection based on uncertain measure
- Stochastic portfolio selection problem with reliability criteria
- A novel algorithm for uncertain portfolio selection
- An Application of Chance Constrained Programming to Portfolio Selection in a Casualty Insurance Firm
- Optimal portfolio selection models with uncertain returns
- Portfolio selection with second order uncertain dominance constraint
- An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models
- Fuzzy chance-constrained goal programming model for multi-attribute financial portfolio selection
- A chance-constrained portfolio selection model with risk constraints
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