A class of chance constrained multi-objective portfolio selection model under fuzzy random environment
DOI10.1007/S10957-011-9852-0zbMATH Open1233.91253OpenAlexW2014785082MaRDI QIDQ650216FDOQ650216
Authors: Xiaoyang Zhou, Steven Li, Jiuping Xu 
Publication date: 25 November 2011
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-011-9852-0
Recommendations
- Fuzzy random portfolio model with investment limited
- scientific article; zbMATH DE number 2186532
- Fuzzy chance-constrained goal programming model for multi-attribute financial portfolio selection
- Fuzzy chance-constrained portfolio selection
- Mean-variance models for portfolio selection with fuzzy random returns
portfolio selectionfuzzy random variablechance constraint\(\varepsilon \)-constraint methodChinese stock market
Multi-objective and goal programming (90C29) Portfolio theory (91G10) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)
Cites Work
- Fuzzy sets as a basis for a theory of possibility
- Fuzzy random variables
- Title not available (Why is that?)
- Single-period Markowitz portfolio selection, performance gauging, and duality: a variation on the Luenberger shortage function
- Title not available (Why is that?)
- Title not available (Why is that?)
- On a Bicriterion Formulation of the Problems of Integrated System Identification and System Optimization
- Portfolio selection under independent possibilistic information
- Viability of infeasible portfolio selection problems: A fuzzy approach
- Portfolio selection based on fuzzy probabilities and possibility distributions
- Safety First and the Holding of Assets
- On the variance of fuzzy random variables
- The variance and covariance of fuzzy random variables and their applications
- On fuzzy stochastic optimization
- A fuzzy control model (FCM) for dynamic portfolio management
- Fuzzy portfolio model for decision making in investment
- An algorithm for portfolio optimization with variable transaction costs. II: Computational analysis
- Optimal dynamic portfolio selection with earnings-at-risk
Cited In (15)
- Portfolio selection based on a nonlinear neural network: An application on the Istanbul Stock Exchange (ISE30)
- Chance-constrained Portfolio Selection with Birandom Returns
- Variance minimization model for optimization decision-making of loan portfolio under chance constraints
- Fuzzy decision making for fuzzy random multiobjective linear programming problems with variance covariance matrices
- Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models
- Portfolio selection under different attitudes in fuzzy environment
- Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach
- Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints
- A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic
- Gradually tolerant constraint method for fuzzy portfolio based on possibility theory
- Title not available (Why is that?)
- Fuzzy random portfolio model with investment limited
- Fuzzy chance-constrained goal programming model for multi-attribute financial portfolio selection
- A chance-constrained portfolio selection model with risk constraints
- Multiobjective programming problems involving fuzzy coefficients, random variable coefficients and fuzzy random variable coefficients
This page was built for publication: A class of chance constrained multi-objective portfolio selection model under fuzzy random environment
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q650216)
