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?)
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- 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
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Cited in
(15)- Studying interconnections between two classes of two-stage fuzzy optimization problems
- LR Mixed Fuzzy Random Portfolio Choice Based on the Risk Curve
- A risk index to find the optimal uncertain random portfolio
- Credibilistic extensive game with fuzzy payoffs
- 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
- A parametric Sharpe ratio optimization approach for fuzzy portfolio selection problem
- Portfolio selection based on distance between fuzzy variables
- Credibilistic loss aversion Nash equilibrium for bimatrix games with triangular fuzzy payoffs
- Fuzzy risk adjusted performance measures: application to hedge funds
- New safe approximation of ambiguous probabilistic constraints for financial optimization problem
- A new quadratic deviation of fuzzy random variable and its application to portfolio optimization
- Modeling portfolio optimization problem by probability-credibility equilibrium risk criterion
- Semideviations of reduced fuzzy variables: a possibility approach
- Risk assessment system of natural hazards: a new approach based on fuzzy probability
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