A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments
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Cites work
- scientific article; zbMATH DE number 51121 (Why is no real title available?)
- scientific article; zbMATH DE number 1293544 (Why is no real title available?)
- A fuzzy portfolio selection method based on possibilistic mean and variance
- A new foundation for the mean-variance analysis
- A possibilistic approach to selecting portfolios with highest utility score
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- An interval portfolio selection problem based on regret function
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- On admissible efficient portfolio selection problem
- On admissible efficient portfolio selection: models and algorithms
- On possibilistic mean value and variance of fuzzy numbers
- Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints
- Portfolio selection under independent possibilistic information
- Portfolio selection under possibilistic mean-variance utility and a SMO algorithm
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
- THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS
- The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
- The efficient frontier for bounded assets
- The possibilistic moments of fuzzy numbers and their applications
- Viability of infeasible portfolio selection problems: A fuzzy approach
- Working set selection using second order information for training support vector machines
Cited in
(16)- Credibilitic mean-variance model for multi-period portfolio selection problem with risk control
- International portfolio selection model with exchange rate risk
- Portfolio optimization with transaction costs: a two-period mean-variance model
- On the relationship between possibilistic and standard moments of fuzzy numbers
- Portfolio adjusting optimization with added assets and transaction costs based on credibility measures
- Portfolio rebalancing model with transaction costs using interval optimization
- Fuzzy multi-period portfolio selection optimization models using multiple criteria
- A multi-period fuzzy mean-minimax risk portfolio model with investor's risk attitude
- Consistency analysis of triangular fuzzy reciprocal preference relations
- Fuzzy portfolio optimization model under real constraints
- Fuzzy portfolio selection model with real features and different decision behaviors
- Fuzzy multi-period portfolio selection with different investment horizons
- A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature
- Fuzzy multi-period portfolio selection model with discounted transaction costs
- Expected value multiobjective portfolio rebalancing model with fuzzy parameters
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