Fuzzy mean-variance-skewness portfolio selection models by interval analysis
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Cites work
- scientific article; zbMATH DE number 54095 (Why is no real title available?)
- scientific article; zbMATH DE number 3497315 (Why is no real title available?)
- scientific article; zbMATH DE number 848785 (Why is no real title available?)
- A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL
- A fuzzy goal programming approach to portfolio selection
- Advances and challenges in interval-valued fuzzy logic
- An MCDM approach to portfolio optimization.
- An interval portfolio selection problem based on regret function
- Asset portfolio optimization using fuzzy mathematical programming
- Fuzzy Membership Mapped onto Intervals and Many‐Valued Quantities
- Fuzzy chance-constrained portfolio selection
- Fuzzy compromise programming for portfolio selection
- Fuzzy sets as a basis for a theory of possibility
- Genetic algorithms for portfolio selection problems with minimum transaction lots
- Intervall-wertige Mengen
- Linear programming with fuzzy objectives
- Mean-semivariance models for fuzzy portfolio selection
- Mean-variance-skewness model for portfolio selection with fuzzy returns
- Mean-variance-skewness model for portfolio selection with transaction costs
- Mean-variance-skewness portfolio performance gauging: a general shortage function and dual approach
- Multiobjective programming in optimization of the interval objective function
- Neural network-based mean-variance-skewness model for portfolio selection
- On admissible efficient portfolio selection problem
- On possibilistic mean value and variance of fuzzy numbers
- On the Symmetric and Unsymmetric Solution Set of Interval Systems
- Portfolio rebalancing model with transaction costs based on fuzzy decision theory
- Portfolio selection problem with interval coefficients
- Risk curve and fuzzy portfolio selection
- Solutions for the portfolio selection problem with interval and fuzzy coefficients
- The concept of a linguistic variable and its application to approximate reasoning. I
- Vague sets
Cited in
(35)- An evolutionary algorithm for multiobjective fuzzy portfolio selection models with transaction cost and liquidity
- Multiobjective expected value model for portfolio selection in fuzzy environment
- Portfolio selection under higher moments using fuzzy multi-objective linear programming
- Uncertain portfolio selection with background risk and liquidity constraint
- Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints
- Fuzzy portfolio selection problem with different borrowing and lending rates
- A multiobjective optimization framework for optimal selection of supplier portfolio
- A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts
- Portfolio optimization in real financial markets with both uncertainty and randomness
- An expected regret minimization portfolio selection model
- Mean-variance-skewness model for portfolio selection with fuzzy returns
- Forecasting portfolio returns using weighted fuzzy time series methods
- Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization
- On the relationship between possibilistic and standard moments of fuzzy numbers
- The KKT optimality conditions for optimization problem with interval-valued objective function on Hadamard manifolds
- A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation
- A nonlinear interval portfolio selection model and its application in banks
- Portfolio selection based on distance between fuzzy variables
- Gradually tolerant constraint method for fuzzy portfolio based on possibility theory
- Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments
- Gray wolf optimization algorithm for multi-constraints second-order stochastic dominance portfolio optimization
- Moments and semi-moments for fuzzy portfolio selection
- Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis
- LR Mixed Fuzzy Random Portfolio Choice Based on the Risk Curve
- A risk index to find the optimal uncertain random portfolio
- Multi-period cardinality constrained portfolio selection models with interval coefficients
- Possibilistic mean-variance-skewness portfolio selection models
- Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels
- Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model
- Fuzzy investment portfolio selection models based on interval analysis approach
- Portfolio selection models based on Cross-entropy of uncertain variables
- Credibilistic variance and skewness of trapezoidal fuzzy variable and mean-variance-skewness model for portfolio selection
- An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models
- Uncertain portfolio selection with borrowing constraint and background risk
- Some new results on value ranges of risks for mean-variance portfolio models
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