A review of uncertain portfolio selection

DOI10.3233/JIFS-169211zbMATH Open1376.91147OpenAlexW2617530030MaRDI QIDQ4598486FDOQ4598486

Authors: Xiaoxia Huang 

Publication date: 21 December 2017

Published in: Journal of Intelligent & Fuzzy Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/jifs-169211

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zbMATH Keywords

uncertainty theoryrisk measurementuncertain measureuncertain variableuncertain portfolio selection

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cited In (12)

• Uncertain random portfolio selection based on risk curve
• Indeterminacy in portfolio selection
• Portfolio analysis. From probabilistic to credibilistic and uncertain approaches.
• Portfolio management with background risk under uncertain mean-variance utility
• Uncertain portfolio selection with mental accounts
• Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory
• Title not available (Why is that?)
• A possibilistic programming approach to portfolio optimization problem under fuzzy data
• A clustering‐based review on project portfolio optimization methods
• International portfolio optimization based on uncertainty theory
• Multi-asset portfolio model optimization based on mean multifractal detrended cross correlation analysis
• Uncertain portfolio selection with borrowing constraint and background risk

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