A new quadratic deviation of fuzzy random variable and its application to portfolio optimization
From MaRDI portal
Publication:5858195
DOI10.22111/ijfs.2020.5344zbMath1458.91200OpenAlexW2980821540MaRDI QIDQ5858195
No author found.
Publication date: 9 April 2021
Full work available at URL: http://ijfs.usb.ac.ir/article_5344_73c67102e3c79eb384221847de32edf9.pdf
computational complexityconvexityportfolio optimizationhybrid uncertaintyrisk criterionmean-QD model
Stochastic programming (90C15) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)
Related Items (2)
Elliptic entropy of uncertain random variables with application to portfolio selection ⋮ Interval type-2 fuzzy least-squares estimation to formulate a regression model based on a new outlier detection method using a new distance
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A note on mean absolute deviation
- Spread of fuzzy variable and expectation-spread model for fuzzy portfolio optimization problem
- A new risk criterion in fuzzy environment and its application
- A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns
- Mean-variance models for portfolio selection with fuzzy random returns
- Fuzzy random variables - I. Definitions and theorems
- Buy now and price later: supply contracts with time-consistent mean-variance financial hedging
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature
- On minimum-risk problems in fuzzy random decision systems
- Optimizing fuzzy portfolio selection problems by parametric quadratic programming
- Credibilistic value and average value at risk in fuzzy risk analysis
- Multi-objective portfolio selection model with fuzzy random returns and a compromise approach-based genetic algorithm
- Multi-period portfolio selection with dynamic risk/expected-return level under fuzzy random uncertainty
- The Lebesgue-Stieltjes Integral
- MULTIPERIOD CREDIBILITIC MEAN SEMI-ABSOLUTE DEVIATION PORTFOLIO SELECTION
- Fuzzy sets
- Fuzzy random variables
- The variance and covariance of fuzzy random variables and their applications
This page was built for publication: A new quadratic deviation of fuzzy random variable and its application to portfolio optimization
