Multi-period cardinality constrained portfolio selection models with interval coefficients
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Cites work
- scientific article; zbMATH DE number 3880009 (Why is no real title available?)
- scientific article; zbMATH DE number 51121 (Why is no real title available?)
- scientific article; zbMATH DE number 1293544 (Why is no real title available?)
- scientific article; zbMATH DE number 3281219 (Why is no real title available?)
- A class of possibilistic portfolio selection model with interval coefficients and its application
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- An efficient constraint handling method for genetic algorithms
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- Entropy optimization and mathematical programming
- Fuzzy compromise programming for portfolio selection
- Fuzzy mean-variance-skewness portfolio selection models by interval analysis
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- Fuzzy sets
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- Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints
- Multiobjective programming in optimization of the interval objective function
- On fuzzy portfolio selection problems
- On interval portfolio selection problem
- Population set-based global optimization algorithms: some modifications and numerical studies
- Portfolio adjusting optimization with added assets and transaction costs based on credibility measures
- Portfolio rebalancing model with transaction costs based on fuzzy decision theory
- Portfolio selection based on fuzzy probabilities and possibility distributions
- Portfolio selection problem with interval coefficients
- Portfolio selection under independent possibilistic information
- Portfolio selection under possibilistic mean-variance utility and a SMO algorithm
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
- Solutions for the portfolio selection problem with interval and fuzzy coefficients
- The mean-absolute deviation portfolio selection problem with interval-valued returns
- Viability of infeasible portfolio selection problems: A fuzzy approach
Cited in
(9)- A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs
- Efficiency evaluation of fuzzy portfolio in different risk measures via DEA
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory
- Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion
- Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis
- A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation
- A new portfolio selection model with interval-typed random variables and the empirical analysis
- Multi-period mean-semivariance portfolio optimization based on uncertain measure
- A dynamic interval multi-objective optimization algorithm based on environmental change detection
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