scientific article; zbMATH DE number 6311039

MaRDI QIDQ4980223zbMATH OpenFDO

Authors Peng Zhang

Publication date 30 June 2014

zbMATH Keywords

discrete approximate iterationfuzzy numbermean semi-absolute deviationmultiperiod fuzzy portfolio selection

Mathematics Subject Classification ID

Theory of fuzzy sets, etc. (03E72) Applications of graph theory (05C90) Portfolio theory (91G10) Actuarial science and mathematical finance (91G99)

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Cited in

(5)

• A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs
• Multi-period mean-semivariance portfolio optimization based on uncertain measure
• Fuzzy multi-objective portfolio model based on semi-variance--semi-absolute deviation risk measures
• Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints
• Multiperiod credibilitic mean semi-absolute deviation portfolio selection

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