Probability maximization models for portfolio selection under ambiguity
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Cites work
- scientific article; zbMATH DE number 2186532 (Why is no real title available?)
- scientific article; zbMATH DE number 3871033 (Why is no real title available?)
- scientific article; zbMATH DE number 1293544 (Why is no real title available?)
- A mean-absolute deviation-skewness portfolio optimization model
- Ambiguity in portfolio selection
- An interactive satisficing method for solving multiobjective mixed fuzzy-stochastic programming problems
- Application of goal programming in a multi-objective reservoir operation model in Tunisia
- Decision-maker's preferences modeling in the stochastic goal programming
- Distributional efficiency in multiobjective stochastic linear programming
- Dominance and efficiency in multicriteria decision under uncertainty
- Multi-objective stochastic programming for portfolio selection
- On Linear Semi-Infinite Programming Problems: An Algorithm
- On fuzzy random linear knapsack problems
- PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION
- Portfolio selection based on fuzzy probabilities and possibility distributions
- Portfolio selection based on upper and lower exponential possibility distributions
- Portfolio selection problem with two possibilities of the expected return
- Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
- Viability of infeasible portfolio selection problems: A fuzzy approach
Cited in
(11)- Maximum probability dominance and portfolio theory
- On some optimisation models in a fuzzy-stochastic environment
- Crop planning optimization model: the validation and verification processes
- Revisions of modern portfolio theory optimization model
- Portfolio selection under independent possibilistic information
- Portfolio theory for the recourse certainty equivalent maximizing investor
- Portfolio performance measurement using differential evolution
- Ambiguity in portfolio selection
- Reduction of the two-step problem of stochastic optimal control with bilinear model to the problem of mixed integer linear programming
- Different Probability Distributions for Portfolio Selection in the Chance Constrained Compromise Programming Model
- Scenario-based portfolio selection of investment projects with incomplete probability and utility information
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