Fuzzy portfolio optimization. Theory and methods
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Publication:932089
zbMATH Open1154.91023MaRDI QIDQ932089FDOQ932089
Authors: Yong Fang, Kin Keung Lai, Shouyang Wang 
Publication date: 8 July 2008
Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)
Recommendations
Portfolio theory (91G10) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)
Cited In (28)
- Fuzzy portfolio optimization. Advances in hybrid multi-criteria methodologies
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- On one optimization problem of the stock portfolio and European type options
- A portfolio selection model using fuzzy returns
- Spread of fuzzy variable and expectation-spread model for fuzzy portfolio optimization problem
- Fuzzy-Logic-Based Asset Allocation
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- Multi-Attribute Portfolio Selection with Genetic Optimization Algorithms
- A possibilistic portfolio model with fuzzy liquidity constraint
- On fuzzy portfolio selection problems
- Portfolio analysis. From probabilistic to credibilistic and uncertain approaches.
- Application of fuzzy theory to the investment decision process
- A fuzzy interactive approach for optimal portfolio management
- Multi-criteria group decision-making for portfolio allocation with consensus reaching process under interval type-2 fuzzy environment
- Two approaches of solving linear programming with fuzzy parameters
- Fuzzy portfolio optimization with tax, transaction cost and investment amount: a developing country case
- Value of information in portfolio selection, with a Taiwan stock market application illustration
- Fuzzy optimization of bi-objection portfolio model based on friction market
- Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns
- Gradually tolerant constraint method for fuzzy portfolio based on possibility theory
- Foundational contributions of K. Asai and H. Tanaka to fuzzy optimization
- Asset portfolio optimization using fuzzy mathematical programming
- Fuzzy portfolio optimization model under real constraints
- Multi-period cardinality constrained portfolio selection models with interval coefficients
- Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model
- Title not available (Why is that?)
- An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models
- Title not available (Why is that?)
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