Multi-period cardinality constrained portfolio selection models with interval coefficients
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Publication:512955
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- scientific article; zbMATH DE number 3281219 (Why is no real title available?)
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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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