Gradually tolerant constraint method for fuzzy portfolio based on possibility theory
DOI10.1016/J.INS.2013.10.016zbMATH Open1329.91122OpenAlexW2071016007MaRDI QIDQ903560FDOQ903560
Authors: Xue Deng, Rongjun Li 
Publication date: 14 January 2016
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ins.2013.10.016
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- scientific article; zbMATH DE number 2186532
- Fuzzy portfolio optimization. Theory and methods
fuzzy numberportfolio selectionpossibilistic meanpossibilistic variancegradually tolerant constraint method
Applications of mathematical programming (90C90) Portfolio theory (91G10) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)
Cites Work
- Decision-Making in a Fuzzy Environment
- Title not available (Why is that?)
- Mean-variance-skewness model for portfolio selection with fuzzy returns
- Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints
- An interval portfolio selection problem based on regret function
- On possibilistic mean value and variance of fuzzy numbers
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
- Fuzzy mean-variance-skewness portfolio selection models by interval analysis
- Solving a comprehensive model for multiobjective project portfolio selection
- Solutions for the portfolio selection problem with interval and fuzzy coefficients
- A fuzzy goal programming approach to portfolio selection
- A portfolio optimization model with three objectives and discrete variables
- Portfolio rebalancing model with transaction costs based on fuzzy decision theory
- A new perspective for optimal portfolio selection with random fuzzy returns
- Mean-variance portfolio optimal problem under concave transaction cost
- Multi-objective portfolio selection model with fuzzy random returns and a compromise approach-based genetic algorithm
- Some new results on value ranges of risks for mean-variance portfolio models
Cited In (6)
- Dispatching rule evaluation in flexible manufacturing systems by a new fuzzy decision model with possibilistic-statistical uncertainties
- Multi-criteria group decision-making for portfolio allocation with consensus reaching process under interval type-2 fuzzy environment
- Modeling portfolio optimization problem by probability-credibility equilibrium risk criterion
- Two-stage fuzzy portfolio selection problem with transaction costs
- Fuzzy multi-objective portfolio model based on semi-variance--semi-absolute deviation risk measures
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature
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