scientific article; zbMATH DE number 1293544
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Publication:4244873
zbMATH Open0915.90008MaRDI QIDQ4244873FDOQ4244873
Authors: Junzo Watada 
Publication date: 31 May 1999
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Cited In (61)
- Mathematical Approaches for Fuzzy Portfolio Selection Problems with Normal Mixture Distributions
- Watada's Fuzzy Portfolio selection model and its application
- FUZZY MEAN-VARIANCE APPROACH TO STRATEGIC DECISION IN AGRICULTURAL MANAGEMENT
- Syndicated venture capital portfolio companies selection: a fuzzy inference system – agent-based approach
- Toward the realization of the ``Europe 2020 agenda for economic growth in the European union: an empirical analysis based on goal programming
- A novel fuzzy dominant goal programming for portfolio selection with systematic risk and non-systematic risk
- Bector-Chandra type duality in fuzzy linear programming with exponential membership functions
- Fuzzy portfolio selection problem with different borrowing and lending rates
- A new risk criterion in fuzzy environment and its application
- Possibilistic mean-variance portfolios versus probabilistic ones: the winner is...
- A review of credibilistic portfolio selection
- Application of fuzzy linear programming in production planning
- Investor-friendly and robust portfolio selection model integrating forecasts for financial tendency and risk-averse
- A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints
- Mean-entropy model of uncertain portfolio selection problem
- Forecasting portfolio returns using weighted fuzzy time series methods
- A possibilistic portfolio model with fuzzy liquidity constraint
- A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection
- Fuzzy portfolio optimization under downside risk measures
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
- Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming
- A risk index model for multi-period uncertain portfolio selection
- A fuzzy interactive approach for optimal portfolio management
- Fuzzy portfolio selection including cardinality constraints and integer conditions
- Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review
- Portfolio selection problems with random fuzzy variable returns
- Soft-sensing of level of satisfaction in TOC product-mix decision heuristic using robust fuzzy-LP
- Probability maximization models for portfolio selection under ambiguity
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory
- Viability of infeasible portfolio selection problems: A fuzzy approach
- Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
- A possibilistic approach to selecting portfolios with highest utility score
- Fuzzy multi-period portfolio selection optimization models using multiple criteria
- Portfolio selection based on fuzzy probabilities and possibility distributions
- Modeling portfolio optimization problem by probability-credibility equilibrium risk criterion
- A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments
- Fuzzy post-retirement financial concepts: an exploratory study
- A fuzzy goal programming approach to portfolio selection
- Robust-based interactive portfolio selection problems with an uncertainty set of returns
- Application of fuzzy measures and interval computation to financial portfolio selection
- Portfolio selection under possibilistic mean-variance utility and a SMO algorithm
- Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments
- A risk index model for portfolio selection with returns subject to experts' estimations
- Possibilistic mean-standard deviation models to portfolio selection for bounded assets
- A mean-variance portfolio selection model with interval-valued possibility measures
- A new perspective for optimal portfolio selection with random fuzzy returns
- Vendor selection problem by using an interactive fuzzy multi-objective approach with modified S-curve membership functions
- Exact and heuristic procedures for solving the fuzzy portfolio selection problem
- On constructing expert Betas for single-index model
- Fuzzy portfolio optimization a quadratic programming approach
- Asset portfolio optimization using fuzzy mathematical programming
- Mean-risk model for uncertain portfolio selection
- Fuzzy portfolio selection using genetic algorithm
- Multi-period cardinality constrained portfolio selection models with interval coefficients
- Weighted portfolio selection models based on possibility theory
- Multi-period portfolio selection with dynamic risk/expected-return level under fuzzy random uncertainty
- Financial portfolio management through the goal programming model: current state-of-the-art
- A risk index model for uncertain portfolio selection with background risk
- Risk-controlled multiobjective portfolio selection problem using a principle of compromise
- A fuzzy portfolio selection method based on possibilistic mean and variance
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