A risk index model for multi-period uncertain portfolio selection
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Publication:456449
DOI10.1016/J.INS.2012.06.017zbMATH Open1250.91094OpenAlexW2032045595MaRDI QIDQ456449FDOQ456449
Authors: Xiaoxia Huang, Lei Qiao 
Publication date: 25 October 2012
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ins.2012.06.017
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Cited In (26)
- Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity
- Multi-period mean-semivariance portfolio optimization based on uncertain measure
- Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint
- A new uncertain random portfolio optimization model for complex systems with downside risks and diversification
- Aumann-Serrano index of risk in portfolio optimization
- Title not available (Why is that?)
- Title not available (Why is that?)
- MULTIPERIOD CREDIBILITIC MEAN SEMI-ABSOLUTE DEVIATION PORTFOLIO SELECTION
- Project selection and scheduling with uncertain net income and investment cost
- Minimax rule for energy optimization
- Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
- Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection
- Stock market prediction and portfolio selection models: a survey
- Multiperiod mean absolute deviation uncertain portfolio selection with real constraints
- A multi-period constrained multi-objective evolutionary algorithm with orthogonal learning for solving the complex carbon neutral stock portfolio optimization model
- Uncertain random mean–variance–skewness models for the portfolio optimization problem
- The predictive power of fund ratings with a novel approach using uncertainty measures to analyzing risk
- A risk index model for portfolio selection with returns subject to experts' estimations
- Reduction methods of type-2 uncertain variables and their applications to solid transportation problem
- A risk index to find the optimal uncertain random portfolio
- An analytic solution for multi-period uncertain portfolio selection problem
- Multi-period portfolio selection with dynamic risk/expected-return level under fuzzy random uncertainty
- Uncertain portfolio selection with borrowing constraint and background risk
- Uncertain portfolio adjusting model using semiabsolute deviation
- Uncertain portfolio selection with background risk
- A risk index model for uncertain portfolio selection with background risk
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