Portfolio adjusting optimization with added assets and transaction costs based on credibility measures
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Publication:654810
DOI10.1016/J.INSMATHECO.2011.05.008zbMATH Open1228.91064OpenAlexW2089041638MaRDI QIDQ654810FDOQ654810
Authors: Xili Zhang, Yunxia Chen, Wei-Guo Zhang 
Publication date: 21 December 2011
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.05.008
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Cites Work
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- A possibilistic approach to selecting portfolios with highest utility score
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- OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS
- Portfolio selection under possibilistic mean-variance utility and a SMO algorithm
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- Portfolio adjusting optimization under credibility measures
- An analytic derivation of admissible efficient frontier with borrowing
- Portfolio rebalancing model with transaction costs based on fuzzy decision theory
- Portfolio selection with fuzzy returns
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- The efficient frontier for bounded assets
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Cited In (16)
- Expected value multiobjective portfolio rebalancing model with fuzzy parameters
- A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts
- Uncertain portfolio selection with mental accounts and realistic constraints
- Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters
- Global optimisation of a portfolio adjustment problem under credibility measures
- Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs
- Portfolio rebalancing model with transaction costs using interval optimization
- Fuzzy multi-period portfolio selection with different investment horizons
- A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments
- Evaluation of the adjusting mean semi-variance credibilistic portfolio performance
- Portfolio adjusting optimization under credibility measures
- Credibilitic mean-variance model for multi-period portfolio selection problem with risk control
- Fuzzy portfolio optimization model under real constraints
- Multi-period cardinality constrained portfolio selection models with interval coefficients
- Uncertain portfolio adjusting model using semiabsolute deviation
- Additive portfolio improvement and utility-efficient payoffs
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