A portfolio selection model using fuzzy returns
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Publication:540671
DOI10.1007/S10700-011-9101-XzbMATH Open1213.91139OpenAlexW2078794042MaRDI QIDQ540671FDOQ540671
Publication date: 3 June 2011
Published in: Fuzzy Optimization and Decision Making (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10700-011-9101-x
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Cites Work
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- A review of credibilistic portfolio selection
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Cited In (14)
- Title not available (Why is that?)
- Portfolio selection under higher moments using fuzzy multi-objective linear programming
- Watada's Fuzzy Portfolio selection model and its application
- A Study on Portfolio Selection Based on Fuzzy Linear Programming
- A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns
- Optimizing fuzzy portfolio selection problems by parametric quadratic programming
- A multi-period fuzzy mean-minimax risk portfolio model with investor's risk attitude
- Stock market prediction and portfolio selection models: a survey
- Fuzzy portfolio selection model with real features and different decision behaviors
- Robust-based interactive portfolio selection problems with an uncertainty set of returns
- On product of positive \(L\)-\(R\) fuzzy numbers and its application to multi-period portfolio selection problems
- New methods for portfolio selection problem with fuzzy random variable returns
- Global minimum variance portfolios under uncertainty: a robust optimization approach
- Risk-controlled multiobjective portfolio selection problem using a principle of compromise
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