Multiobjective expected value model for portfolio selection in fuzzy environment
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Publication:395845
DOI10.1007/S11590-012-0521-5zbMATH Open1287.90060OpenAlexW2001042983MaRDI QIDQ395845FDOQ395845
Authors: Garima Mittal, Mukesh Kumar Mehlawat, Pankaj Gupta 
Publication date: 30 January 2014
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-012-0521-5
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multiobjective programmingfuzzy simulationreal-coded genetic algorithmexpected value modelfuzzy portfolio selection
Multi-objective and goal programming (90C29) Portfolio theory (91G10) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)
Cites Work
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Cited In (15)
- Expected value multiobjective portfolio rebalancing model with fuzzy parameters
- Multi-objective portfolio selection model with fuzzy random returns and a compromise approach-based genetic algorithm
- A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms
- Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem
- Multi-criteria group decision-making for portfolio allocation with consensus reaching process under interval type-2 fuzzy environment
- Fuzzy optimal portfolio selection based on multi-objective mean-variance-skewness model by using NSGA-II algorithm
- Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints
- A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs
- A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic
- A fuzzy goal programming approach to portfolio selection
- Fuzzy portfolio selection with non-financial goals: exploring the efficient frontier
- Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments
- Solution of uncertain constrained multi-objective travelling salesman problem with aspiration level based multi objective quasi oppositional Jaya algorithm
- A multistage stochastic programming framework for cardinality constrained portfolio optimization
- Fuzzy chance-constrained goal programming model for multi-attribute financial portfolio selection
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