A risk index model for multi-period uncertain portfolio selection
From MaRDI portal
(Redirected from Publication:456449)
Recommendations
- A risk index model for uncertain portfolio selection with background risk
- A risk index to find the optimal uncertain random portfolio
- Mean-risk model for uncertain portfolio selection
- A risk index model for portfolio selection with returns subject to experts' estimations
- Multi-period portfolio selection with dynamic risk/expected-return level under fuzzy random uncertainty
- Portfolio selection of uncertain random returns based on value at risk
- Multi-period portfolio selection for asset-liability management with uncertain investment horizon
- An analytic solution for multi-period uncertain portfolio selection problem
- Mean-risk model for uncertain portfolio selection with background risk
- A Risk-Minimizing Model Under Uncertainty in Portfolio
Cites work
- scientific article; zbMATH DE number 1293544 (Why is no real title available?)
- A generalized multi-period mean-variance portfolio optimization with Markov switching parameters
- A possibilistic approach to selecting portfolios with highest utility score
- Asset portfolio optimization using fuzzy mathematical programming
- Cross-entropy measure of uncertain variables
- Delphi method for estimating uncertainty distributions
- Fuzzy sets
- Mean-risk model for uncertain portfolio selection
- Mean-semivariance models for fuzzy portfolio selection
- Mean-variance-skewness model for portfolio selection with fuzzy returns
- Multi-period portfolio optimization with linear control policies
- Multi-period semi-variance portfolio selection: model and numerical solution
- On Liu's inference rule for uncertain systems
- Optimal multinational capital budgeting under uncertainty
- Portfolio analysis. From probabilistic to credibilistic and uncertain approaches.
- Portfolio selection based on fuzzy cross-entropy
- Portfolio selection with fuzzy returns
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
- Shortest path problem with uncertain arc lengths
- Uncertain optimal control with application to a portfolio selection model
- Uncertainty theory
Cited in
(29)- A risk index to find the optimal uncertain random portfolio
- Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint
- The predictive power of fund ratings with a novel approach using uncertainty measures to analyzing risk
- scientific article; zbMATH DE number 6311081 (Why is no real title available?)
- scientific article; zbMATH DE number 6795774 (Why is no real title available?)
- Reduction methods of type-2 uncertain variables and their applications to solid transportation problem
- Uncertain portfolio selection with borrowing constraint and background risk
- Aumann-Serrano index of risk in portfolio optimization
- An analytic solution for multi-period uncertain portfolio selection problem
- Uncertain portfolio adjusting model using semiabsolute deviation
- Uncertain random mean-variance-skewness models for the portfolio optimization problem
- A new uncertain random portfolio optimization model for complex systems with downside risks and diversification
- A risk index model for uncertain portfolio selection with background risk
- Uncertain portfolio selection with background risk
- Minimax rule for energy optimization
- Stock market prediction and portfolio selection models: a survey
- Multiperiod credibilitic mean semi-absolute deviation portfolio selection
- Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
- Multi-period portfolio selection with dynamic risk/expected-return level under fuzzy random uncertainty
- A risk index model for portfolio selection with returns subject to experts' estimations
- Mean-risk model for uncertain portfolio selection
- Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity
- A review of uncertain portfolio selection
- A multi-period constrained multi-objective evolutionary algorithm with orthogonal learning for solving the complex carbon neutral stock portfolio optimization model
- Multi-period mean-semivariance portfolio optimization based on uncertain measure
- Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection
- Project selection and scheduling with uncertain net income and investment cost
- Multiperiod mean absolute deviation uncertain portfolio selection with real constraints
- Mean-chance model for portfolio selection based on uncertain measure
This page was built for publication: A risk index model for multi-period uncertain portfolio selection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q456449)
