Weighted portfolio selection models based on possibility theory

DOI10.1007/S12543-009-0010-4zbMATH Open1275.91119OpenAlexW1991979817MaRDI QIDQ376652FDOQ376652

Authors: Wei Chen 

Publication date: 19 November 2013

Published in: Fuzzy Information and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12543-009-0010-4

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zbMATH Keywords

linear programmingportfolio selectionweighted possibilistic meanweighted possibilistic variance

Mathematics Subject Classification ID

Linear programming (90C05) Portfolio theory (91G10) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

Cites Work

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Cited In (11)

• Multiobjective expected value model for portfolio selection in fuzzy environment
• Two possibilistic mean-variance models for portfolio selection
• Fuzzy portfolio selection problem with different borrowing and lending rates
• Weighted portfolio selection for return rate with fuzzy number
• A note on portfolio selection based on weighted possibilistic mean and variance
• Portfolio selection based on upper and lower exponential possibility distributions
• Possibilistic mean-standard deviation models to portfolio selection for bounded assets
• A Portfolio Selection Method Based on Possibility Theory
• On the possibilistic approach to a portfolio selection problem
• WEIGHTING TOOLS AND ALTERNATIVE TECHNIQUES TO GENERATE WEIGHTED PROBABILITY MODELS IN VALUATION THEORY
• An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models

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