A fuzzy portfolio selection method based on possibilistic mean and variance
From MaRDI portal
Publication:841982
DOI10.1007/s00500-008-0335-7zbMath1175.91168OpenAlexW2010383527MaRDI QIDQ841982
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
Related Items
Weighted portfolio selection models based on possibility theory ⋮ A possibilistic portfolio model with fuzzy liquidity constraint ⋮ A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments ⋮ A mean-variance portfolio selection model with interval-valued possibility measures ⋮ Portfolio selection problems with Markowitz's mean-variance framework: a review of literature ⋮ Multi-period mean-semivariance portfolio optimization based on uncertain measure ⋮ Aggregating expert advice strategy for online portfolio selection with side information
Cites Work
- Unnamed Item
- Unnamed Item
- On admissible efficient portfolio selection problem
- On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem
- Soft-sensing of level of satisfaction in TOC product-mix decision heuristic using robust fuzzy-LP
- Randomly generating portfolio-selection covariance matrices with specified distributional characteristics
- Multi-objective stochastic programming for portfolio selection
- Two new models for portfolio selection with stochastic returns taking fuzzy information
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
- Portfolio analysis -- an analytic derivation of the efficient portfolio frontier
- The mean value of a fuzzy number
- Fuzzy sets and systems. Theory and applications
- Modality constrained programming problems: A unified approach to fuzzy mathematical programming problems in the setting of possibility theory
- Relationships between modality constrained programming problems and various fuzzy mathematical programming problems
- The efficient frontier for bounded assets
- Portfolio selection under independent possibilistic information
- Portfolio selection based on upper and lower exponential possibility distributions
- A possibilistic approach to selecting portfolios with highest utility score
- Portfolio selection based on fuzzy probabilities and possibility distributions
- Possibilistic mean-standard deviation models to portfolio selection for bounded assets
- Fuzzy financial profitability analyses of demand side management alternatives from participant perspective
- Fuzzy compromise programming for portfolio selection
- A stochastic soft constraints fuzzy model for a portfolio selection problem
- On admissible efficient portfolio selection: models and algorithms
- Large-Scale Portfolio Optimization
- A New and Efficient Algorithm for a Class of Portfolio Selection Problems
- Fuzzy sets
- On possibilistic mean value and variance of fuzzy numbers