Fuzzy portfolio model with fuzzy-input return rates and fuzzy-output proportions

DOI10.1080/00207721.2013.784820zbMATH Open1316.93071OpenAlexW1966873861MaRDI QIDQ5265619FDOQ5265619

Ruey-Chyn Tsaur

Publication date: 28 July 2015

Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2013.784820

Recommendations

• A fuzzy portfolio selection methodology under investing constraints
• The portfolio model based on fuzzy return rates
• A portfolio selection problem with fuzzy return rate
• Portfolio selection with fuzzy returns
• scientific article

zbMATH Keywords

incomplete informationfuzzy portfolio modelfuzzy mean-variance modelfuzzy proportion

Mathematics Subject Classification ID

Portfolio theory (91G10) Fuzzy control/observation systems (93C42)

Cites Work

• Mean-variance-skewness model for portfolio selection with fuzzy returns
• Risk curve and fuzzy portfolio selection
• An interval portfolio selection problem based on regret function
• Portfolio selection under independent possibilistic information
• Viability of infeasible portfolio selection problems: A fuzzy approach
• Portfolio selection based on upper and lower exponential possibility distributions
• A possibilistic approach to selecting portfolios with highest utility score
• Portfolio selection based on fuzzy probabilities and possibility distributions
• Possibilistic mean-standard deviation models to portfolio selection for bounded assets
• Option price sensitivities through fuzzy numbers
• On possibilistic mean value and variance of fuzzy numbers
• On admissible efficient portfolio selection problem
• Mean-semivariance models for fuzzy portfolio selection
• A jump-diffusion model for option pricing under fuzzy environments
• Large-Scale Portfolio Optimization
• A New and Efficient Algorithm for a Class of Portfolio Selection Problems
• Portfolio analysis -- an analytic derivation of the efficient portfolio frontier
• A stochastic soft constraints fuzzy model for a portfolio selection problem
• Corporate investment appraisal with possibilistic CAPM
• On the possibilistic mean value and variance of multiplication of fuzzy numbers
• On theoretical pricing of options with fuzzy estimators
• The efficient frontier for bounded assets
• A fuzzy approach to real option valuation
• Fuzzy portfolio model with different investor risk attitudes
• Continuous-time safety-first portfolio selection with jump-diffusion processes
• A class of multi-period semi-variance portfolio for petroleum exploration and development
• Wavelet evolutionary network for complex-constrained portfolio rebalancing

Cited In (5)

• Title not available (Why is that?)
• Possibilistic mean-variance portfolios versus probabilistic ones: the winner is...
• Diversified models for portfolio selection based on uncertain semivariance
• A possibilistic portfolio model with fuzzy liquidity constraint
• A mean-variance portfolio selection model with interval-valued possibility measures

This page was built for publication: Fuzzy portfolio model with fuzzy-input return rates and fuzzy-output proportions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5265619)