A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments
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Publication:659258
DOI10.1016/J.INSMATHECO.2010.01.007zbMATH Open1231.91419OpenAlexW2087623191MaRDI QIDQ659258FDOQ659258
Authors: Xili Zhang, Wei-Guo Zhang, Weijun Xu 
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.01.007
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Cites Work
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- THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS
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Cited In (16)
- Portfolio optimization with transaction costs: a two-period mean-variance model
- Expected value multiobjective portfolio rebalancing model with fuzzy parameters
- International portfolio selection model with exchange rate risk
- On the relationship between possibilistic and standard moments of fuzzy numbers
- Portfolio rebalancing model with transaction costs using interval optimization
- A multi-period fuzzy mean-minimax risk portfolio model with investor's risk attitude
- Fuzzy multi-period portfolio selection with different investment horizons
- Fuzzy multi-period portfolio selection optimization models using multiple criteria
- Portfolio adjusting optimization with added assets and transaction costs based on credibility measures
- Fuzzy portfolio selection model with real features and different decision behaviors
- A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control
- Consistency analysis of triangular fuzzy reciprocal preference relations
- Credibilitic mean-variance model for multi-period portfolio selection problem with risk control
- Fuzzy portfolio optimization model under real constraints
- Fuzzy multi-period portfolio selection model with discounted transaction costs
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature
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