Multiperiod credibilitic mean semi-absolute deviation portfolio selection
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Cites work
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Cited in
(19)- A class of multi-period semi-variance portfolio selection with a four-factor futures price model
- Semi-absolute deviation rule for mutual funds portfolio selection
- Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels
- K-fold cross validation performance comparisons of six naive portfolio selection rules: how naive can you be and still have successful out-of-sample portfolio performance?
- Time-consistent multiperiod mean semivariance portfolio selection with the real constraints
- Credibilistic multi-period portfolio optimization based on scenario tree
- Multiperiod mean absolute deviation uncertain portfolio selection with real constraints
- A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control
- Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints
- Multiperiod mean-standard-deviation time consistent portfolio selection
- Credibilitic mean-variance model for multi-period portfolio selection problem with risk control
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints
- Fuzzy multi-period portfolio selection with different investment horizons
- Evaluation of the adjusting mean semi-variance credibilistic portfolio performance
- Multiperiod mean-absolute deviation credibility portfolio optimization with chance constraint
- Mean–semivariance portfolio selection under probability distortion
- A new quadratic deviation of fuzzy random variable and its application to portfolio optimization
- Portfolio selection based on semivariance and distance correlation under minimum variance framework
- Portfolio optimization with background risk and diversification based on uncertain random programming
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