Multi-period cardinality constrained portfolio selection models with interval coefficients
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Publication:512955
DOI10.1007/S10479-016-2117-4zbMATH Open1406.91417OpenAlexW2515946311MaRDI QIDQ512955FDOQ512955
Authors: Yong-Jun Liu, Wei-Guo Zhang, Jun-Bo Wang 
Publication date: 3 March 2017
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-016-2117-4
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Cited In (8)
- Multi-period mean-semivariance portfolio optimization based on uncertain measure
- Efficiency evaluation of fuzzy portfolio in different risk measures via DEA
- Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory
- A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs
- Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis
- A dynamic interval multi-objective optimization algorithm based on environmental change detection
- A new portfolio selection model with interval-typed random variables and the empirical analysis
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