A new risk criterion in fuzzy environment and its application
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Cites work
- scientific article; zbMATH DE number 4085440 (Why is no real title available?)
- scientific article; zbMATH DE number 3748742 (Why is no real title available?)
- scientific article; zbMATH DE number 1293544 (Why is no real title available?)
- A fuzzy goal programming approach to portfolio selection
- A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns
- A new method for solving fuzzy transportation problems using ranking function
- A possibilistic approach to selecting portfolios with highest utility score
- A review of credibilistic portfolio selection
- Coherent measures of risk
- Expected values of functions of fuzzy variables
- From stochastic dominance to mean-risk models: Semideviations as risk measures
- Fuzzy contactability and fuzzy variables
- Fuzzy sets
- Fuzzy sets as a basis for a theory of possibility
- Fuzzy variables
- Mean-semivariance models for fuzzy portfolio selection
- Mean-variance-skewness model for portfolio selection with fuzzy returns
- Minimax mean-variance models for fuzzy portfolio selection
- Multiobjective programming and planning
- Portfolio adjusting optimization under credibility measures
- Portfolio rebalancing model with transaction costs based on fuzzy decision theory
- Portfolio selection based on fuzzy cross-entropy
- Portfolio selection based on upper and lower exponential possibility distributions
- Portfolio selection under independent possibilistic information
- Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
- Possibility and necessity representations of fuzzy inequality and its application to two warehouse production-inventory problem
- Spread of fuzzy variable and expectation-spread model for fuzzy portfolio optimization problem
- Stochastic Dominance and Expected Utility: Survey and Analysis
- Stochastic linear programming. Models, theory, and computation
- The Lebesgue-Stieltjes Integral
- The expected value of a function of a fuzzy variable with a continuous membership function
- Uncertainty theory. An introduction to its axiomatic foundations.
- Viability of infeasible portfolio selection problems: A fuzzy approach
Cited in
(15)- Credibilistic extensive game with fuzzy payoffs
- Credibilistic loss aversion Nash equilibrium for bimatrix games with triangular fuzzy payoffs
- A parametric Sharpe ratio optimization approach for fuzzy portfolio selection problem
- A new quadratic deviation of fuzzy random variable and its application to portfolio optimization
- A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms
- The First Moments and Semi-Moments of Fuzzy Variables Based on an Optimism-Pessimism Measure with Application for Portfolio Selection
- Fuzzy risk adjusted performance measures: application to hedge funds
- Modeling portfolio optimization problem by probability-credibility equilibrium risk criterion
- Portfolio selection based on distance between fuzzy variables
- Semideviations of reduced fuzzy variables: a possibility approach
- Studying interconnections between two classes of two-stage fuzzy optimization problems
- Risk assessment system of natural hazards: a new approach based on fuzzy probability
- New safe approximation of ambiguous probabilistic constraints for financial optimization problem
- LR Mixed Fuzzy Random Portfolio Choice Based on the Risk Curve
- A risk index to find the optimal uncertain random portfolio
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