A fuzzy portfolio selection method based on possibilistic mean and variance
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Publication:841982
DOI10.1007/S00500-008-0335-7zbMATH Open1175.91168OpenAlexW2010383527MaRDI QIDQ841982FDOQ841982
Ying-Luo Wang, Wei-Lin Xiao, Wei-Guo Zhang
Publication date: 18 September 2009
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-008-0335-7
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Cites Work
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Cited In (21)
- Multi-period mean-semivariance portfolio optimization based on uncertain measure
- Algorithmic Applications in Management
- Possibilistic–Probabilistic Models and Methods of Portfolio Optimization
- Minimax mean-variance models for fuzzy portfolio selection
- A possibilistic portfolio model with fuzzy liquidity constraint
- A note on portfolio selection based on weighted possibilistic mean and variance
- Fuzzy mean-variance-skewness portfolio selection models by interval analysis
- Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach
- Title not available (Why is that?)
- Portfolio selection based on upper and lower exponential possibility distributions
- Portfolio selection based on fuzzy probabilities and possibility distributions
- A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments
- A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic
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- Aggregating expert advice strategy for online portfolio selection with side information
- A mean-variance portfolio selection model with interval-valued possibility measures
- A novel hybrid model for portfolio selection
- A possibilistic mean {V}a{R} model for portfolio selection
- Weighted portfolio selection models based on possibility theory
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- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature
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