Portfolio analysis. From probabilistic to credibilistic and uncertain approaches.

DOI10.1007/978-1-4419-1530-6zbMath1184.91008OpenAlexW598230307MaRDI QIDQ847614

Xiaoxia Huang

Publication date: 18 February 2010

Published in: Studies in Fuzziness and Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4419-1530-6

zbMATH Keywords

stock marketriskrandomnessuncertainty measurereturnsportfolio marketrisk curve

Mathematics Subject Classification ID

Related Items (29)

On the diversity constraints for portfolio optimization ⋮ Uncertain portfolio selection with mental accounts and realistic constraints ⋮ Project selection and scheduling with uncertain net income and investment cost ⋮ The interest rate for saving as a possibilistic risk ⋮ Uncertain random mean–variance–skewness models for the portfolio optimization problem ⋮ Uncertain random portfolio selection based on risk curve ⋮ Mean-risk model for uncertain portfolio selection with background risk ⋮ A risk index model for uncertain portfolio selection with background risk ⋮ Optimizing fuzzy portfolio selection problems by parametric quadratic programming ⋮ A new uncertain dominance and its properties in the framework of uncertainty theory ⋮ Fuzzy Chance-Constrained Project Portfolio Selection Model Based on Credibility Theory ⋮ Extreme events and entropy: a multiple quantile utility model ⋮ A risk index model for multi-period uncertain portfolio selection ⋮ Moments and semi-moments for fuzzy portfolio selection ⋮ Portfolio adjusting optimization with added assets and transaction costs based on credibility measures ⋮ An emergency logistics distribution routing model for unexpected events ⋮ Uncertain portfolio selection with background risk ⋮ International portfolio optimization based on uncertainty theory ⋮ Mean-risk-skewness models for portfolio optimization based on uncertain measure ⋮ Uncertain portfolio selection with background risk and liquidity constraint ⋮ A portfolio selection model using fuzzy returns ⋮ Uncertain mean-variance model for dynamic project portfolio selection problem with divisibility ⋮ Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model ⋮ Mean-chance model for portfolio selection based on uncertain measure ⋮ Portfolio management with background risk under uncertain mean-variance utility ⋮ Mean-Entropy Model of Uncertain Portfolio Selection Problem ⋮ A new portfolio optimization model under tracking-error constraint with linear uncertainty distributions ⋮ Portfolio selection of uncertain random returns based on value at risk ⋮ Uncertain portfolio selection with mental accounts

This page was built for publication: Portfolio analysis. From probabilistic to credibilistic and uncertain approaches.