A Study on Portfolio Selection Based on Fuzzy Linear Programming
DOI10.1142/S021848852250009XzbMATH Open1505.91343OpenAlexW4224234202MaRDI QIDQ5877182FDOQ5877182
Authors: Serkan Akbaş, Türkan Erbay Dalkılıç, Tuğba Gül Aksoy 
Publication date: 3 February 2023
Published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s021848852250009x
Recommendations
- A possibilistic mean absolute deviation portfolio selection model
- Mean-absolute deviation portfolio selection model with fuzzy returns
- scientific article
- A fuzzy approach to portfolio selection
- A scenario based linear fuzzy approach in portfolio selection problem: application in the Istanbul stock exchange
Linear programming (90C05) Portfolio theory (91G10) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)
Cites Work
- Fuzzy sets and systems. Theory and applications
- Fuzzy programming and linear programming with several objective functions
- Dynamic portfolio optimization with risk control for absolute deviation model
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints
- A portfolio optimization model based on information entropy and fuzzy time series
- A mean-absolute deviation-skewness portfolio optimization model
- Mean-risk model for uncertain portfolio selection
- A fuzzy portfolio selection model with background risk
- A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms
- Title not available (Why is that?)
- A portfolio selection model using fuzzy returns
- A MULTICRITERIA DECISION SUPPORT SYSTEM FOR COMPETENCE-DRIVEN PROJECT PORTFOLIO SELECTION
- A robust mean absolute deviation model for portfolio optimization
- Application of fuzzy measures and interval computation to financial portfolio selection
- A benefit-to-cost ratio based approach for portfolio selection under multiple criteria with incomplete preference information
- A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation
This page was built for publication: A Study on Portfolio Selection Based on Fuzzy Linear Programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5877182)
